Cm. Bender et al., SPHERICALLY SYMMETRICAL RANDOM-WALKS .1. REPRESENTATION IN TERMS OF ORTHOGONAL POLYNOMIALS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 54(1), 1996, pp. 100-111
It is shown that, in general, a connection exists between orthogonal p
olynomials and semibounded random walks. This connection allows one to
view a random walk as taking place on the set of integers that index
the orthogonal polynomials. An illustration is provided by the case of
spherically symmetric random walks. The correspondence between orthog
onal polynomials and random walks enables one to express random-walk p
robabilities as weighted inner products of the polynomials. This corre
spondence is exploited to construct and analyze spherically symmetric
random walks in D-dimensional space, where D is not restricted to be a
n integer. Such random walks can be described in terms of Gegenbauer (
ultraspherical) polynomials. For example, Legendre polynomials can be
used to represent !he special case of two-dimensional spherically sym
metric random walks. The weighted inner-product representation is used
to calculate exact closed-form spatial and temporal moments of the pr
obability distribution associated with the random walk. The polynomial
representation of spherically symmetric random walks is then used to
calculate the two-point Green's function for a rotationally symmetric
free scalar quantum field theory.