The Correlated Unrestricted Random Walk
无约束相关随机游走
SUMMARY A particle performs an unrestricted correlated random walk along a straight line with a velocity constant in magnitude but variable in direction. This direction remains constant for every time interval of unit length, and with probability p it is the same as in the previous interval and with probability 1 − p it is reversed. The object of this paper is to obtain probabilities for the first passage to position r, the jth. return to the origin and cognate results.