The random-walk tag has no wiki summary.

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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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**1**answer

481 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 = ...

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**1**answer

267 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 ...

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**1**answer

233 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 ...

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**1**answer

576 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:
...

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**1**answer

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 $p>q$ ...

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69 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 ...

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**2**answers

300 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 ...

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**1**answer

245 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 ...

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69 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 ...

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220 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:
...

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**1**answer

374 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 ...

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**1**answer

295 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 ...

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**1**answer

713 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 ...

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**1**answer

239 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 ...

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**1**answer

291 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 ...

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**2**answers

805 views

### Random Walk on $\mathbb{R}$ with Uniformly Distributed Steps and “Reflective” Boundary at Origin

A particle lies on the real number line at the origin. For each step taken, the particle moves from its current position a distance (and direction) chosen equi-probably from range $[-1,r]$. However, ...

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**1**answer

328 views

### The number of lattice paths below y=n/m x for gcd(m,n) = 1

The motivation of my question is the recent preprent of Armstrong, Rhoades and Williams http://arxiv.org/abs/1305.7286 on rational Catalan combinatorics.
An important starting point of this paper is ...

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**3**answers

459 views

### An “inchworm-like” random walk on an integer interval

Imagine I place $k$ stones on an infinite one-dimensional integer interval $Z$ s.t. no stone is more than some distance $d$ from any other stone. For example, if $d=1$ and $k = 5$, we might place the ...

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**1**answer

286 views

### Random walk on the hypercube

Consider the hypercube $Q_4$. I would like to know how to compute the number of steps of a random walk in this graph such that the probability to be at a vertex is a given number $x$. I think I just ...

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**1**answer

199 views

### Fundamental inequality of entropy in random walks

I'm looking for a reference for an inequality related to the "fundamental inequality" about entropy and rate of escape of random walks (on the Cayley graph of a group). Namely,
$\textbf{Question}$: ...

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**1**answer

350 views

### Probabilities of a random walk exiting a set

Let $F$ be a finite connected set in a graph (soon to be the Cayley graph of a group) and $\mathrm{Ex}_x^F$ be the function on the vertices in $F^c$ which are neighbour to vertices in $F$ defined as ...

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225 views

### Memory of Uniformly Random Dyck Paths

Let $D$ be the set of all Dyck paths on square grid of size $n\times n$. For any particular Dyck path, let $S(t)=X_1+X_2+\ldots +X_t$ store the path, where $X_i=\pm 1$. Being a Dyck path, we have ...

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**1**answer

652 views

### Hitting time probability in a Random Walk with possibility to die.

A Random Walker can move of one unit to the right with probability $p$, to the left with probability $q$ and it can jump again to the starting point with probability $r$ and die. Naturally $p+q+r=1$. ...

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262 views

### The minimal norm of a shifted stochastic matrix

Hello,
Given a row-stochastic matrix $M$ with singular values $\sigma_{1}\geq\ldots\geq\sigma_{n}$, I am looking for an upper bound on the expression: $\min_{\alpha}\parallel M- ...

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421 views

### Random walk on the hypercube

Let $H_N=\{0,1\}^N$ the N-dimensional hypercube. We define the following random walk $X_n$ on $H_N$:
start from a point $x \in H_N$
pick at random an integer $k$ in $[1,N-1]$ and exchange $x(k)$ and ...

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870 views

### asymmetric random walk, hitting time probability

Let's consider an asymmetric Random Walk on $Z$, with transition probabilities $p_{i, i+1}=p$, $~~p_{i, i+1}=q$, $\forall i \in \mathcal{Z}$, $p+q=1$ and $p>q$.
I am interested in the probability ...

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**0**answers

367 views

### Probability density function of the node positions in a random walk after N time slots

Hello, my question basically is how do I find the probability density function of the position of the nodes in a given area after N discrete time slots when the nodes move following the 2D random walk ...

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**1**answer

72 views

### Spanning subgaph with trivial Poisson boundaries

Assume $\Gamma$ is the Cayley graph of an amenable$^{*}$ group and that the simple random walk has non-trivial Poisson boundary$^{**}$. Is there a spanning connected subgraph $\Gamma'$ of some ...

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325 views

### Stationary distribution for directed graph

I want to implement the algorithm of graph partitioning of sparse directed graph. In this algorithm after computing the transition matrix ,we should compute the stationary distribution of the random ...

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**3**answers

467 views

### Estimate on currents in Cayley graphs

Take a Cayley graph $\Gamma$ (thought of as an electrical network with all edges having equal resistance) and break one edge $e$ and put a battery there. (Assume the graph has only one end* so that ...

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953 views

### Prime Number Races in 2 Dimensions

Is the mapping $$f: \ \mathbb{N} \rightarrow \mathbb{Z}[i], \ \ \ n \ \mapsto
\sum_{2 < p \leq n \ {\rm prime}} e^{\frac{p-1}{4} \pi i}$$ surjective?
In 1999, when I was an undergraduate student, ...

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### Theorem Leads for tied-down random walk

scribd.com/doc/87930409/18/Leads-for-tied-down-random-walk [Theorem 3.7, page 38]
Could you explain me the last equality in the proof? I mean this:
$$\frac{2[\sqrt{1 - s^2t^2} - ...

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**1**answer

228 views

### Approximating a hitting time for some state using the stationary distribution?

Provided a random walk on a bounded interval, with step probabilities, $p$ and $q$ and a stationary distribution $\pi$, how "bad" of an approximation is to assume that the hitting time for a position ...

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**1**answer

296 views

### Manhattan distance vs. absorption time on an unbounded integer lattice

Imagine I have unbounded $d$-dimensional integer lattice where I take two vertices, $v_a$ and $v_b$, separated by a fixed Manhattan distance $L$, and I release a random walker at $v_a$ and allow for ...

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### Spectrum of transition matrix for symmetric random walk

I asked this question previously on math.stackexchange.com, where it had little traction.
Consider the symmetric random walk on $\{0,1,…,n\}$ with transition probabilities $P(j→j±1)=1/2$ for $0 ...

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**1**answer

366 views

### Probability that a “closable” self-avoiding random walk forms a polygon

Consider a self-avoiding random walk on an infinite graph (for concreteness, the grid of 2-dimensional lattice points $\mathbb{Z}^2$), in which on each step, the next position is chosen uniformly at ...

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832 views

### Random walks on Coxeter groups

Let $G_N$ be the group generated by elements $a_1,\ldots,a_N$ subject to the relations $a_i^2=1$ and $(a_ia_j)^3=1$. The growth function of $G_N$ is then
...

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**1**answer

2k views

### Expected Hitting Time for Simple Random Walk from origin to point (x,y) in 2D-Integer-Grid

Consider a simple random walk on the lattice $\mathbb Z^2$ starting at the origin $(0,0)$ where in each step, one of the four adjacent vertices in chosen uniformly at random, i.e. with probability ...

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**1**answer

346 views

### Elephant populations (and Dyck words)

Hello,
I'm relatively new to this forum so apologies if I have tagged my
question incorrectly.
I have been in contact with a wildlife biologist recently concerning
counting elephant populations and ...

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**1**answer

228 views

### Extending Wald's equation to two classes of i.d. random variables?

I try to adopt Wald's equation to a slightly more complex problem. In fact, after a full day, I found some solution now, but it has a confusing argument in the middle. Perhaps somebody can help me at ...

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**1**answer

775 views

### Generating function for Random Walk Hitting Time, taking the wrong root

In a calculation of the hitting time for a Bernoulli random walk we have to calculate the hitting time $\tau(1)=\inf\{n\ge 0:S_n=1\}$ to reach $+1$ and the generating function has the recursion ...

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482 views

### A discrete random walk that avoids previously visited vertices for an exponentially distributed time interval

Imagine a discrete random walk on an infinite one-dimensional lattice where, for every unit interval of time, $(t_1, t_2, ...)$, the walker takes a step with uniform probability to its left or right. ...

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309 views

### How does a quasi-isometry affect Poisson or Martin boundaries?

Take two graphs (of bounded valency) or manifolds (f bounded geometry) $G$ and $G'$. Assume there is a quasi-isometry $f:G \to G'$, and assume the Poisson or Martin boundary of $G$ is known, what may ...

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289 views

### The probability a self-avoiding random walk (SAW) on a rectangular or hexagonal lattice takes more than $N$ steps before trapping itself

What is the probability that a self-avoiding random walk (SAW) on a rectangular or hexagonal lattice is able to take more than $N$ steps, i.e. able to take more than $N$ steps before trapping itself ...

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**0**answers

149 views

### hitting time of a subset

Suppose you have the simple random walk on $L=\mathbb{Z}^n,$ and $A \subset L$ is a subset (in my case, the subset is a union of hyperplanes, so in particular infinite). There is a random variable ...

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### On “The Average Height of Planted Plane Trees” by Knuth, de Bruijn and Rice (1972)

I am trying to derive the classic paper in the title only by elementary means (no generating functions, no complex analysis, no Fourier analysis) although with much less precision. In short, I "only" ...

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695 views

### Markov chains: invariant measures and explosion

The following seems like such an elementary question, but I didn't get anywhere with it.
Suppose you are considering a Markov chain in continuous time which is transient and has an invariant measure ...

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193 views

### Distributions induced by (weighted) random walks on the integer lattice

Consider an integer lattice $\mathbb{Z}^2$ where grid points are separated by a distance $h$. Loosely speaking, a random walk of length $k$ is a sequence of lattice points $(x_1,\cdots,x_k)$ ...

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366 views

### MCMC with progressive demollification of delta distributions

Edit: I simplified the example to a canonical case for clarity.
Given an integral $\int_{\Omega}{g(\mathbf{x})}$ with a well-posed integrand $g(\mathbf{x})$ defined on some multidimensional space ...