Moments in Pearson's Four-Step Uniform Random Walk Problem and Other Applications of Very Well-Poised Generalized Hypergeometric Series

Abstract

This paper considers the representation of odd moments of the distribution of a four-step uniform random walk in even dimensions, which are based on both linear combinations of two constants representable as contiguous very well-poised generalized hypergeometric series and as even moments of the square of the complete elliptic integral of the first kind. Neither constants are currently available in closed form. New symmetries are found in the critical values of the L-series of two underlying cusp forms, providing a sense in which one of the constants has a formal counterpart. The significant roles this constant and its counterpart play in multidisciplinary contexts is described. The results unblock the problem of representing them in terms of lower-order generalized hypergeometric series, offering progress towards identifying their closed forms. The same approach facilitates a canonical characterization of the hypergeometry of the parbelos, adding to the characterizations outlined by Campbell, D'Aurozio and Sondow (2020, The American Mathematical Monthly127(1), 23-32). The paper also connects the econometric problem of characterizing the bias in the canonical autoregressive model under the unit root hypothesis to very well-poised generalized hypergeometric series. The confluence of ideas presented reflects a multidisciplinarity that accords with the approach and philosophy of Prasanta Chandra Mahalanobis.

Comparison of simulation and analytical models for the distribution of a group of agents moving in random directions

“…In paper, 23 uncorrelated and unbiased variants of the Pearson random walk in Euclidean spaces $$$ {\mathbb{R}}^d $$$ without simulation were considered. Paper 24 deals with the representation of odd moments of the distribution of a four‐step uniform Pearson random walk in even dimensions. Pearson random walks have also been applied to the modeling of transport and reaction of gasses in Vignoles 25 …”