Blar i Institutt for prosess-, energi- og miljøteknologi på emneord "410"
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Solving random walk recursions in the plane using separation of variables and Fourier analysis
(Professional article, 2009-04-21)The aim of this article is first of all to show how to solve a two-dimensional random walk problem on an arbitrary rectangle with certain boundary conditions, using separation of variables and discrete Fourier analysis. ...