Markov’s method

As will be shown, this u.se of delta functions is basically Markov s method for random variables. 

Thus / (R n) represents a random walk of n steps, each of length /. Equation (2.14) can be evaluated for a given t(R,-) by Markov s method as follows. Introducing the Fourier representation of the delta function... 

Essentially, Markov s method corresponds to the use of the Fourier representation of the Dirac delta function in (5.15),... 

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