A particle starts from the origin and moves in a certain direction for a distance 1₁. Then it changes its direction many times, making a random walk: for a distance /2, then for a distance 13, and so forth. The trajectory of the wandering particle consists thus of segments of lengths 1₁, 12,..., , the direction of each being determined by the angle ak made with the Ox-axis. These angles are uniformly distributed in the interval (0, 2), and they are independent. Find the characteristic function of the coordinate X of the end- point of the trajectory and the corresponding probability density.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.7: Distinguishable Permutations And Combinations
Problem 22E
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A particle starts from the origin and moves in a certain
direction for a distance 1₁. Then it changes its direction many times, making a
random walk: for a distance /2, then for a distance 13, and so forth. The trajectory
of the wandering particle consists thus of segments of lengths 1₁, 12,..., , the
direction of each being determined by the angle ak made with the Ox-axis.
These angles are uniformly distributed in the interval (0, 2), and they are
independent. Find the characteristic function of the coordinate X of the end-
point of the trajectory and the corresponding probability density.
Transcribed Image Text:A particle starts from the origin and moves in a certain direction for a distance 1₁. Then it changes its direction many times, making a random walk: for a distance /2, then for a distance 13, and so forth. The trajectory of the wandering particle consists thus of segments of lengths 1₁, 12,..., , the direction of each being determined by the angle ak made with the Ox-axis. These angles are uniformly distributed in the interval (0, 2), and they are independent. Find the characteristic function of the coordinate X of the end- point of the trajectory and the corresponding probability density.
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