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2
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0answers
50 views

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 ...
1
vote
1answer
86 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 ...
6
votes
3answers
366 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 ...
1
vote
2answers
133 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 ...
5
votes
1answer
374 views

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 ...
2
votes
1answer
165 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 ...
2
votes
0answers
57 views

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 ...
0
votes
0answers
21 views

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 ...
3
votes
0answers
83 views

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 ...
10
votes
3answers
452 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 ...
2
votes
2answers
244 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 ...
10
votes
1answer
281 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 ...
1
vote
2answers
326 views

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 ...
4
votes
0answers
165 views

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 $f(x)$, ...
1
vote
1answer
100 views

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 ...
11
votes
1answer
320 views

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 $\equiv 2 \mod 3$, we place, with equal probability, one of these six patterns:       The result ...
6
votes
1answer
189 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 $Z_{t} = (X_{t}[1], \ldots, X_{t}[k])$ ...
4
votes
0answers
311 views

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 ...
6
votes
2answers
183 views

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 ...
3
votes
1answer
153 views

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 ...
2
votes
0answers
79 views

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 ...
8
votes
1answer
173 views

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 $\mathbb{Z}^3$, ...
14
votes
2answers
773 views

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 ...
11
votes
1answer
303 views

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 ...
4
votes
2answers
653 views

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 ...
4
votes
0answers
148 views

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. ...
6
votes
5answers
462 views

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 ...
4
votes
1answer
118 views

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 $G$. ...
6
votes
0answers
115 views

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 ...
3
votes
2answers
207 views

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: ...
9
votes
3answers
387 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, $-10$, ...
8
votes
2answers
220 views

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 ...
5
votes
2answers
562 views

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 ...
3
votes
0answers
55 views

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 ...
7
votes
0answers
119 views

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?
2
votes
1answer
381 views

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 = ...
1
vote
1answer
209 views

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 ...
4
votes
1answer
188 views

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 ...
2
votes
1answer
499 views

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: ...
0
votes
1answer
87 views

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 $p>q$ ...
4
votes
0answers
68 views

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 ...
4
votes
2answers
246 views

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 ...
5
votes
1answer
217 views

Random walk with positive uniformly distributed steps

Let $U_1,U_2,\ldots$ be iid random variables distributed uniformly on $[0,1]$. I am interested in the random walk $X_i = \sum_{j \leq i} U_j$. In particular, What is the expected number of points ...
1
vote
0answers
62 views

Discretization model for Dirac equation in higher dimensions

I'm wondering if there are cases of discretization models (in lattices or graphs) that converge toward the non-linear Dirac equations? While there is a paper on the 2-d and 3-d cases ...
4
votes
2answers
183 views

Estimate size of graph by taking random walks

Let $G$ be a connected, finite graph and let $v_0$ be a vertex of $G$. I'm interested in methods of estimating the number of vertices in $G$, based on local exploration only. What I have in mind is: ...
6
votes
1answer
362 views

Random walk over a function

Let $\{X_n\}_{n\geq 0}$ be a random walk. Let us assume that $\mathbb{E}X_1 =0$ and $\mathbb{E}X_1^2=1$. Let also $\mathbb{E}\exp(c|X_1|)<+\infty$ for some $c>0$ and $X_1$ has a law with ...
6
votes
1answer
289 views

Twisted random walks

Suppose the points of two random walks in $\mathbb{R}^2$ are given the step number (or time) as a third coordinate, so that they become paths in $\mathbb{R}^3$. Here are several pairs of walks of ...
5
votes
1answer
597 views

random walk and Brownian motion on Riemannian manifold

As we know, the random walk on $\mathbb{Z}/n$ will converge(in some sense) to the Brownian motion on $\mathbb{R}$ when $n\to\infty$. I would like to know is there some higher dimensional analogy ...
3
votes
1answer
233 views

Speed of random walks in groups

I've seen some estimates for the decay in $d$ of the probability a SRW makes a distance $d$ in time $n$, but is there any reference for the "speed" of a random walk in a group? I'm interested mostly ...
6
votes
1answer
284 views

Random path in a graph

Consider a finite graph $G$. I would like to define a random path between two vertices $s$ and $t$ of the graph $G$ by looking at a measure $\mu$ on all spanning trees. Then the probability of a given ...