The random-walk tag has no wiki summary.

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### A 2D random walk on a lattice of equilateral triangles [on hold]

Calculate the characteristic ratio C∞ for a random chain on a two-dimensional lattice made
of equilateral triangles with side a. At each step, a walk has five choices (it cannot double back).

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### diffusion- stuck [migrated]

In a round room of radius R, a large number of coins N of diameter d are randomly dispersed upon the
floor. A ladybird starts from the centre of the room, crawling at speed v.
Suppose that every time ...

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### Change of time variable in Wiener process

I'm following a solution of an SDE from here
http://www.math.ethz.ch/~delbaen/ftp/preprints/CEV.pdf
Start with the SDE
$$
dX_t = \delta dt + 2\sqrt{X_t} dW_t
$$
consider a deterministic time change
...

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**1**answer

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### Stationary distribution of random walk alias solving uncountably many linear equations [closed]

Let us have interval $I = (i_1,i_2)$, function $f_1 : I \mapsto I$, function $f_2 : I \mapsto I$.
Let $x_0$, $x_1$, $x_2$, ... be series of random variables from interval $I$ denoting random walk. ...

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### Asymmetric random walk on the line with barriers

The most commonly considered random walk on the line takes one step left or right with equal probability until a barrier is reached (if there are any barriers).
More generally, suppose we fix any ...

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**1**answer

202 views

### Integration of independent Brownian motions

I am wondering if the following integral of stochastic Brownian motions has an analytical solution?
$$
\int_{0}^{t}e^{\nu \tilde{V}_{\tau} - \frac{1}{2}\nu^{2}\tau}d\tilde{W}_{\tau}
$$
where ...

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**1**answer

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### Do constrained random walks converge weakly to the Wiener measure on the space of constrained paths (that corresponds to the heat equation)?

Let $U$ be an open subset of $\mathbb{R}^n$ such that
$\partial \overline{U}$, the boundary of $\overline{U}$ is ''nice''
(for simplicity you can assume piecewise smooth). I also want to allow the ...

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**1**answer

108 views

### Maximizer of random walk with very small drift

This is an extended question based on
Large deviations for maximizer of random walk with drift.
Let $$S_k = X_1 + \ldots + X_k,$$ where $X_i$ are i.i.d. with mean $-\mu < 0$ and unit variance. ...

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### Properties of a finite random walk

Consider the simplest random walk - $X_0 = 0$ and from there on (i.i.d), $X_i=X_{i-1}+1$ with probability $p$ or $X_{i-1}-1$ otherwise.
Let $Y_N$ be the highest point $X$ have reached on the first ...

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**1**answer

106 views

### Large deviations for maximizer of random walk with drift

Is it easy to write down the large deviations rate for the maximizer of a random walk with negative drift?
Let $X_i$ be the (iid, mean $-\mu$, variance $\sigma$, arbitrarily nice tails) jumps of a ...

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385 views

### Probability that a self-avoiding walk on $\mathbb{Z}^3$ closes to a polygon

The probability that a random walk on $\mathbb{Z}^3$ returns to the origin is about 34%.
This is (part of)
Pólya's theorem.
I have been looking for an analogous (numerical) result for the probability
...

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vote

**2**answers

141 views

### Speed and absence of non-constant bounded harmonic functions

For a (symmetric) random walks on countable groups generated by $\mu$, there is a "brute-force computation" argument of Avez (1974) that shows that if the entropy $h_\mu$ is trivial then there are no ...

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### Harmonic Crystal using Random Walk

Me and my advisor were looking for a specific proof of the disorder in $2d$ harmonic crystals. We could not find a paper or a textbook with it, so I thought trying my luck here.
Basically, it is a ...

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**1**answer

176 views

### Random walks with exponential decreasing steps

Let $g$ be the golden number (or another algebraic integer in $(0,1)$ that fullfills an equation with coefficients $\pm 1$). Consider the random walk on $\mathbb{R}$ starting with $0$ and walking ...

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### Controlling fluctuations in a Markov chain

For $N>0$, consider the Markov chain $x_n$ on $\{0,1/N,...,1\}$ that moves up by $1/N$ at rate $(c-x_n/2)N$ and down by $1/N$ at rate $(c+x_n/2)N$. As $N\rightarrow\infty$ sample paths approach ...

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### Is there effective algorithm for finding “minimal discovery time” for large graphs?

Consider a large, probably sparse graph with Markovian random walkers on it. Define discovery time as time to first
reach a vertex by random walk
from uniform start. Are there effective ways to find ...

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### hitting time of the first quadrant for a 2-d random walk

Suppose $(S_n)_{n=1}^{\infty}$ is a simple random walk in $\mathbb{R}^2$. Let $\tau_{(a,b)}$ be the hitting of the first quadrant when $S_0 = (a,b)$. Is there a way to compute or estimate the ...

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471 views

### Square filling self avoiding walk

I want to create an algorithm that fills a square grid with a random Hamiltonian path starting at a particular point. See this example.
One approach is to try a free direction as a next step, and ...

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247 views

### Distribution of a random walk on a directed line

Is there a closed formula for the distribution of $x_t$ in the following random process, describing a random walk on a directed line?
$x_0 = n$
$x_t$ is a uniformly random integer between 1 and ...

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285 views

### Trapping a particle

A particle starts a brownian walk in the middle of a long tunnel in the plane, at one end of the tunnel is a region Y of given area A.
Does the shape of region Y affect average time for the particle ...

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### Brownian motion of every point in the plane

Suppose every point in the plane undergoes brownian motion for a time t. What is the probability n particles ended up at 0? For n finite, countable or uncountable?
What proportion of the plane does ...

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### Why is the density function of a sum of many iid random variables (i.e., the Gaussian) self-dual?

In the usual proof of the central limit theorem via characteristic functions, we note that if $X_1, \dots, X_n$ are independent and identically distributed, with probability density function $f(x)$, ...

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### N random walkers that hit node v in a graph

Consider a finite, undirected graph G, with uniform edge weights. Assume that there are n number of random walkers that will start at different nodes (lets say n=3, hence the random walkers will start ...

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### Longest of random worm-like paths in $\mathbb{Z}^2$

Imagine at each lattice point of $\mathbb{Z}^2$ within $[1,3n]^2$,
with coordinates
$\equiv 2 \bmod 3$,
we place, with equal probability, one of these six patterns:
The result ...

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**1**answer

194 views

### First Collision Time for k Random Walkers on a Torus

I consider $k$ random walkers on $\mathbb{Z}^{d}/n \mathbb{Z}^{d}$, the $d$-dimensional torus of side length $n$. More precisely, I will define a Markov chain $Z_{t} = (X_{t}[1], \ldots, X_{t}[k])$ ...

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### Stopping time of two dimensional random walk

Let $U_n=\sum_{i=1}^n X_i,V_n=\sum_{i=1}^n Y_i$, $n\geq 1$, be a two-dimensional random walk with i.i.d. increments $(X_n, Y_n)$, where $X_n, Y_n$ are discrete random variables with joint pmf ...

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### Random walk in a convex body or convex polytope

Let $\Delta$ be a convex body (i.e. a compact convex subset) or a convex polytope in
$\mathbb{R}^n$. Let $x$ be a point inside $\Delta$ and consider a (uniform) random walk starting at $x$ inside ...

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### Diameter of $n$-unit-vector closed scribble

Suppose one creates a random, closed, likely self-crossing polygon
from $n$ unit-length vectors arranged head-to-tail,
randomly oriented except for the requirement
that their sum is zero (so the ...

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### 1d random walk probability of previous n positions

I have the following question.
(May be it is very simple, but I cannot find the answer).
Suppose I have a 1d random walk on integer numbers with equal pobabilities of unit step in either direction ...

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### Random walk on a Penrose tiling

Pólya proved that a random walk on $\mathbb{Z}^2$ almost surely returns to the
origin, or, equivalently, returns to the origin infinitely often.
It was subsequently established that in $\mathbb{Z}^3$, ...

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### Randomly walking a leashed dog

Let a human $h(t)$ random walk on $\mathbb{Z}^2$ by taking a unit-length step at every
time step $t$. A dog $d(t)$ on a leash of length $\lambda$ follows $h(t)$, also
taking a unit-length step at ...

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**1**answer

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### Wander distance of self-avoiding walk that backs out of culs-de-sac

Suppose a self-avoiding walk on $\mathbb{Z}^2$, with random steps each one unit long,
backs out of culs-de-sac, but retaining the lattice points on which it stepped
marked as unavailable for future ...

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### Do Random Walks on the Hexagonal Lattice have a limit?

For every positive integer $n$, consider a regular hexagon $\mathrm{H}_n$ such that
the distance of each vertex from the center is $\frac{1}{\sqrt{n}}$. That in turn
induces a tiling of ...

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### Does the concept of connective constant make sense for any tiling of the plane?

First let me define what is the "connective constant" of a two dimensional lattice.
Let $c_{n}$ denote the number of $n$ step self-avoiding walks starting from a fixed origin point in the lattice. ...

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### Reference requested: Random walk on groups

I am looking for a good reference to learn about random walks on groups (either finite groups or Lie groups). Ideally, I would like a reference for general theory of random walks on groups that is ...

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### Connection between degree of growth and return probabilities of random walks on Lie groups

Let $G$ be a finitely generated group of polynomial growth, let $\mu$ be a non-degenerate symmetric probability measure with finite support on $G$, and let $d$ be the degree of growth of $G$. ...

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### How much do the classes of geodesic metrics and Green metrics on a Gromov hyperbolic group differ?

Background
Let $G$ be a Gromov hyperbolic group. If $G$ acts properly discontinuously and cocompactly on a proper geodesic metric space $X$, then any bijective identification of $G$ with its orbit ...

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### Nonmonotonicity of expected distance of a random walk

What's the simplest example of a reversible random walk $X_n$ on an infinite vertex-transitive graph such that the expected distance from the origin is not increasing, i.e. there exists $n$ such that:
...

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393 views

### Hitting time for two out of three random walk particles

I'm imagining a simple random walk on $\mathbb{Z}$ with three independent particles (maybe add laziness so they don't jump over each other). Suppose the particles are initially placed at, say, $-10$, ...

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### Area covered by Brownian motion of 2D disc

I would like to know the expected value for the area covered by a disc of radius $R$ whose center undergoes Brownian motion (diffusion).
Specifically, let $\mathbf{X}_t$ represent a two-dimensional ...

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### Random walk by simplex vertices

I apologize if this question is well-known, but I was unable to find it mentioned anywhere.
There exists a bug which moves around in $r$-space. The bug begins at the origin of this $r$-space. If the ...

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### Using Crump-Mode-Jagers processes to get logarithmic bound on a random tree height

I am currently pursuing my PhD degree and in my research I came across a family of random trees. I need to prove a logarithmic asymptotic bound for the heights of such trees as their size grows. I ...

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### Speed on recurrent graphs

Suppose that $G$ is a (locally finite) graph such that the simple random walk on $G$ is recurrent. Does this imply any upper bound on the speed $\mathbb{E}d(X_t,X_0)$ of such random walk?

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### Expectation of Maximum of Uniform Multinomial Distribution

Suppose we have a uniform multinomial distribution with $k$ buckets, i.e. we put $n$ items uniformly at random in $k$ buckets leading to $n_1, \dots, n_k$ items in each bucket respectively. Let $m = ...

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**1**answer

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### Quadratic variation for discrete Martingale

Is there any analogue of continuous martingale quadratic variation for the discrete case? If so, are there any theorems which characterize simple random walk using quadratic variation - similar to ...

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### Width of a random convex polygon

Consider a planar (2D) random walk comprised of N steps.
Consider the minimum convex polygon enclosing the N points visited by the random walker.
Assume the definition of the width of a convex ...

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### Random walk in a circle

Suppose we have a circle of radius $R$ centered in the origin of a $x,y$ cartesian reference frame. A particle starting from the center of the circle is moving with a speed given by:
...

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### Joint law for number of visits in transient simple random walk

Consider a simple $1$-dimensional random walk $X_n$.
Let $p$ and $q$ (with $p+q=1$) be the probability of transitions from $n$ to $n+1$ and from $n$ to $n-1$ respectively, and suppose that $p>q$ ...

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### Estimates for simple random walks in groups of intermediate growth

I'm looking for references for the rate of escape and return probability for a group of intermediate growth.
Let $0<\alpha < 1$. If the volume growth is $\succeq \mathrm{exp}(n^\alpha)$, then ...

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### Methods to approximate the betweenness centrality on large networks

To calculate the between centrality wiki def:
$g(v) = \sum_{s\neq v \neq t} \frac{\sigma_{st}(v)}{\sigma_{st}}$
of a node in a graph/network;$\sigma_{st}$ is the ...