The random-walk tag has no wiki summary.

**11**

votes

**1**answer

551 views

### Perimeters of random-walk polygons

I have a random walk on $\mathbb{Z}^2$ that takes a step
with equal probability in the three directions that avoid
retracing the previous step.
The walk proceeds until it returns to a lattice point
...

**6**

votes

**2**answers

527 views

### Optimally directing switches for a random walk

If you are sometimes called upon directing a random walk in a directed graph, how should you direct it so as to maximize the probability it goes where you want?
Formal statement
More specifically, ...

**7**

votes

**2**answers

504 views

### Random walks on graphs: Cover time and blanket time

Winkler and Zuckerman conjectured that the blanket time is within a constant factor of the cover time. The conjecture was recently proved. The cover time $C$ is the expectation of the first time $t$ ...

**0**

votes

**2**answers

1k views

### Two dimensional brownian motion first passage time

Hello,
I am looking for information on how to solve/compute first passage time for two dimensional Brownian motion.
any papers, references, books or web links for study will be helpful.
thanks
...

**4**

votes

**0**answers

398 views

### Monotonic properties of harmonic functions on graphs

I have a question concerning monotonic properties of "generalized harmonic functions" on graphs. I am a physicist and I didn't take any separate courses in neither graph theory nor discrete harmonic ...

**15**

votes

**4**answers

621 views

### Sweep-segment bot: Will this random walk sweep the plane?

This model is inspired by the random behavior of the
Roomba sweeping robot.
Let a unit segment $ab$ in the plane be placed
initially with $a=(0,0)$ and $b=(1,0)$.
The segment is first rotated a ...

**9**

votes

**5**answers

6k views

### When do 3D random walks return to their origin?

The probability of a random walk returning to its origin is 1 in two dimensions (2D) but only 34% in three dimensions: This is Pólya's theorem. I have learned that in 2D the condition of returning to ...

**0**

votes

**1**answer

842 views

### Random walk question on 2D grid, probability of vertical line vs horizontal line hit

Hi,
I have a problem
(1) where I need to compute the ratio of probabilities of hitting and stopping at a positive vertical barrier x vs hitting and stopping at a negative horizontal barrier y ...

**6**

votes

**2**answers

835 views

### Expectation of first positive value in random walk

Let $p$ be a parameter in $]0,1[$. Let $(X_k)_{k\geq 0}$ be an independent, identically distributed sequence of random variables, such that each $X_k$ takes values only in
$\lbrace -1, \frac{1-p}{p} ...

**7**

votes

**3**answers

989 views

### How to characterize a Self-avoiding path.

I cannot find any answer to that apparently simple problem :
On a square lattice, a path is given by a sequence of relative moves in {"move forward", "turn right" and "turn left"}.
Is there a rule ...

**22**

votes

**1**answer

1k views

### Random walk inside a random walk inside…

Let $G=(V,E)$ be a graph and consider a random walk on it. Let $G'=(V',E')$ be a subgraph consisting of the vertices and edges that are visited by the random walk.
Question 0: Is there a standard ...

**10**

votes

**3**answers

1k views

### A random walk on random lines

I am wondering if this random walk remains finite with positive probability.
Start with three lines $A,B,C$ that are extensions of an equilateral triangle.
Let $p_0$ be one corner. Generate a line ...

**14**

votes

**2**answers

707 views

### self-avoidance time of random walk

How many steps on average does a simple random walk in the plane take before it visits a vertex it's visited before?
If an exact formula does not exist (as seems likely), then I'm interested in good ...