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3
votes
2answers
303 views

Hausdorff dimension of non-recurrent walks

Preface: I am fairly new to the concept of Hausdorff dimension, so I don't know how interesting a question this is. Identify walks on $\mathbb{Z}$ with infinite binary sequences (say $0$ means moving ...
9
votes
1answer
661 views

Probability of return vs. probability of return in minimal number of steps

Consider a random walk on a connected graph $G=(V,E)$. That is, associate to each neighbouring nodes $a,b\in V\ $ transition probabilities $\mathbb{P}(a\rightarrow b), \mathbb{P}(b\rightarrow a) $ ...
7
votes
1answer
690 views

Random walk on a simple finite network

Consider a graph $\Delta_N = \lgroup (x,y)\in\mathbb{Z}^2| x+y\leq N-1, x\geq 0,\ y\geq 0 \rgroup$ (set of edges is defined in a natural way): see here ). Take a random walker that wonders around ...
1
vote
1answer
261 views

Winding number bijection on graphs

Let $G=(V,E)$ be an isoradial graph. In other words the graph can be imbedded into the plane such that each face (plaquette) can be circumscribed a circle of radius 1 with the circle's center ...
4
votes
1answer
693 views

A random walk on natural numbers

We are taking a random walk on the set of natural numbers. If we are at $M$, then with probability 1/4, we stay at $M$, with probability 5/12 we move to some random number less than or equal to $M/2$, ...
3
votes
1answer
854 views

Intersection Probabilities for Random Walk in d>2

I'd like to get asymptotics on the probability that n independent random walks coalesce. Start with n independent walks. As soon as two walks intersect they become one walk and continue evolving as ...
3
votes
1answer
235 views

Self Avoiding Walk Pair Correlation

Let $\gamma(i)$ be a self avoiding walk (SAW) on a 2D lattice $L$ (a square lattice for example) starting at a predefined origin ( $\gamma(0)=(0,0)$ ) and having length $n:=\ell(\gamma)$. Furthermore, ...
21
votes
2answers
669 views

Random permutations of Z_n

In http://www.springerlink.com/content/y19u81675243r237/fulltext.pdf, the author states the following without proof (equation 3.1): "Consider a random permutation $\pi$ of $\mathbb{Z}_n$. What is the ...
2
votes
0answers
282 views

Self-avoiding Walk with next-nearest neighbors

Background I study polymer physics and am doing experiments testing the model outlined in this paper. Basically, the polymers fall into an integer number of pits, and we create a partition function ...
3
votes
1answer
783 views

Self Avoiding Walk Enumerations

Let $c(n)$ be the number of Self avoiding walks (SAW) of length $n$ on an infinite lattice $L$. Are there any known non-geometric interpretations of $c(n)$?. For example, is there a number theoretic ...
11
votes
1answer
561 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
2answers
528 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
2answers
509 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
2answers
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
0answers
403 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
4answers
625 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
5answers
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
1answer
857 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
2answers
847 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} ...
8
votes
3answers
1k 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 ...
23
votes
1answer
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
3answers
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
2answers
728 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 ...