Invariant imbedding, random walk, and scattering-II: discrete versions.

by Richard Ernest Bellman, Robert E. Kalaba


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An extension of P-113, Random Walk, Scattering, and Invariant Imbedding-I: One-dimensional Discrete Case, which applies the techniques of invariant imbedding to various random-walk processes and to questions of scattering theory. The present paper shows how the ideas presented in the earlier study enable multidimensional, time-dependent, and energy-dependent processes to be treated. A remarkable formal equivalence holds in all of these cases, with the result that the same equations occur repeatedly in different variables. Both new analytic and new computational approaches are achieved. Only the discrete versions of these processes are considered. 19 pp.

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