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On the Distribution of a Two-Dimensional Random Walk With Restricted Angles

1mo ago

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IEEEOn the Distribution of a Two-Dimensional Random Walk With Restricted Anglesieee.org
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In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in signal processing. In particular, we derive the exact joint and marginal distributions for two steps, numerical solutions for a general number of steps, and approximations for a large number of steps. Furthermore, we provide an exact characterization of the support for an arbitrary number of steps. The results in this work provide a reference for future work involving such problems.

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