Abstract
The relation between the random walk problem in one dimension and the joint distribution of two correlated gamma variates of parameter ½ is firstly established. It is shown that the two variates which represent respectively the squares of distances from the origin (properly normalised) after P steps and P+Q (=N) steps in one dimension are a pair of correlated gamma variates with parameter ½. This is used as a heuristic principle to set up similar bivariate gamma distribution with parameters 1 by examining the corresponding problem of random walk in two dimensions. Finally, the results are extended to the case of generaln-dimensional random walk where it is shown to lead to the bivariate gamma distribution with parametern/2.
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