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1
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1answer
124 views

Scaling of First-passage times for Random Walk on integer lattices

Consider simple symmetric random walk $S_{n} = (S_{n}^{(1)},\dots, S_{n}^{(d)})$ on the d-dimensional integer lattice with starting point the origin. Let $\tau_{N}$ be the first time $S_{n}$ exits ...
3
votes
1answer
132 views

Range of random walk

I have a random walk on $\mathbb{Z}$ with starting point $0$ and with length $n$ and possible steps to right, left or stay where you are, all with the same probabilities. I am interested in exact ...
1
vote
0answers
63 views

Diagonal of Green's Function

I am looking to numerically calulate the diagonal of Green's function. I am interested in Green's functions of elliptic PDEs and in those that arise from stochastic processes (discrete and ...
14
votes
1answer
639 views

Distribution of maximum of random walk conditioned to stay positive

I have an $n$ step random walk which starts at zero $X_0 = 0 = S_0$ where the steps $X_i$ are independent uniform random variates in $[-1,1]$, but the walk is conditioned on the hypothesis that it ...
2
votes
2answers
143 views

The necessary sufficient condition for recurrence of a Markovian random walk

Suppose $\sigma_{1},\sigma_{2},...$are i.i.d random variables.$S_{0}=0$. Define $S_{n}=S_{0}+\sum_{i=1}^{n}\sigma_{i}$, then ${S_{n}}$ is a Markovian random walk. I want to figure out the necessary ...
3
votes
0answers
144 views

Self-adjusting random walk

Let $X_t$ be a random process such that \begin{eqnarray} X_1 &=& 0\\ X_t &=& X_{t-1} + \left\{\begin{array}{ll} A_t, & X_{t-1} \geq 0\\ B_t, & X_{t-1} < 0 ...
4
votes
1answer
103 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 ...
6
votes
1answer
319 views

Liouville property - a very basic question

Let $\mathbb{F}_2$ be the free group on two generators. By a result of Kaimanovich and Vershik, for each measure $\mu$ on $\mathbb{F}_2$ such that the support of $\mu$ generates $\mathbb{F}_2$, we ...
2
votes
0answers
68 views

Question about martin boundaries of random walks induced on transient subgroups

Suppose $\Gamma$ is a discrete, finitely generated, non-amenable group, and consider a random walk given by a measure $\mu$. Assume the measure is symmetric, finitely generated, and the support of ...
1
vote
1answer
58 views

Choose uniformly from fixed-length paths in $[0,n]\cap\mathbb{Z}$ with fixed start and end

Let $X_k$ be a symmetric (discrete time) random walk on $\mathbb{Z}$ and let $m,n\in\mathbb{N}$. I want to chose uniformly from the paths of $X_k$, which start at $0$ stay in $[0,n]\cap\mathbb{Z}$ ...
6
votes
2answers
196 views

Robustly recurrent random walk

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every finitely supported (¹) probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha ...
3
votes
0answers
64 views

Most visited vertex in a random walk with place dependent drift

Consider the following Markov chain on $\mathbb{Z}$: $$ P(x,x+1)=1-P(x,x-1)=\frac{1}{2}+e^{-|x|}\cdot \mathbf{1}_{\{x\neq 0\}} $$ Do there exist constants $c,C>0$ such that $$ c\cdot P^t(z,z) ...
11
votes
0answers
250 views

Self-avoiding random walks that always turn

I am wondering if the statistics of self-avoiding random lattice-walks on $\mathbb{Z}^2$ that turn left or right at each step (i.e., they cannot continue the direction of the preceding step) have been ...
0
votes
0answers
17 views

Large-$t$ expected distance from origin in non-trapping, self-avoiding random walks

Consider two variants on Self-(vertex-)Avoiding Random Walks on $\Bbb{Z}^2$: (A) "Legal" steps consist of any step not ending on a vertex previously visited, and the probabilities of each of the 1, ...
3
votes
1answer
172 views

Expected visits to the origin by a symmetric random walk on the integers

Consider the first $2n$ steps of a simple random walk on the integers, starting at the origin. A simple binomial argument shows that regardless of $n$, the origin gets visited the most (in ...
1
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0answers
46 views

Expected number of forward jumps to reach a given quantile of a rv [closed]

I'm a noob in randomized algorithm and ran into a problem(definitely not home work. I'm doing a self study out of my interest with help of my friends. I'm pursuing research career in a machine ...
4
votes
4answers
420 views

Order of magnitude of the hitting time of a random walk

Consider the random walk on $\mathbb R$ with $X_0 = a >0$ and $$X_{n+1} = X_n + U_n,$$ where $U_0, U_1, U_2,\ldots $ is an i.i.d. sequence of uniform random numbers in $[-1,1]$. How does the ...
2
votes
1answer
99 views

Random Walk 2D with dependent weights [closed]

I have spent a lot of time trying to solve this problem but have had no luck so far! Any help would be highly appreciated! Suppose I have a 3x3 grid as shown below. (3,1) (3,2) (3,3) (2,1) (2,2) ...
0
votes
0answers
26 views

Unidirectional continuous path discrete time random walk

Is there any material available to study on unidirectional continuous path discrete time random walk on a line interval. To say "unidirectional continuous path discrete time random walk on a line ...
0
votes
1answer
140 views

Discrete random walk with uniformly distributed transition p, set initially

I've been working on a discrete version of the "unreliable friend" distribution. It would seem that what I've come up with is equivalent to the following random walk: Choose $p$ from $U(0,1)$ Start ...
2
votes
1answer
178 views

How many times does a simple symmetric random walk of length n return to the origin?

Consider the simple symmetric random walk on the integers starting from the origin of length $n$. More precisely, I will denote an $n$ step random walk $w$ as $$ w:= \omega_0 \omega_1 \ldots ...
0
votes
1answer
124 views

Transition probabilities for the symmetric random walk on the integers

I found that most references for the symmetric random walk on the integers are for the discrete time case, i.e. the ones that gives us explicit transition probabilities. Now, I am looking at a random ...
0
votes
1answer
85 views

Weak convergence of process

Background: I am trying to compute the weak limit of the following model from mathematical biology that is supposed to exist: Let $$L(f)(\eta)= \sum_{x \in \mathbb{Z}}\frac{1}{2}\left(1_{\eta(x+1) ...
0
votes
1answer
150 views

Mixing time of lazy random walk on the directed cycle $C_n$

Briefly: A hint (if this is easy), reference or derivation would be of great help. The question Let $C_n$ be the directed cycle with loops in each of its $n$ vertices, and consider the random walk ...
2
votes
1answer
100 views

Resources to study self-avoiding walks

What would the best resources be for someone who wants to study self-avoiding walks from a mathematical standpoint? I'm talking about seminal/important papers, good textbooks perhaps, things of that ...
5
votes
1answer
499 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 ...
4
votes
1answer
149 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 ...
1
vote
1answer
164 views

Does walk on $Z^d$ with steps $(\pm 1,\pm1,\ldots,\pm 1)$ return to origin?

If the steps are iid uniform as in the title, is the return probability known? Is it positive? Answers, comments, references welcome. Clearly each of these steps is not equivalent to $d$ steps of type ...
9
votes
2answers
344 views

Adaptive version of the Azuma–Hoeffding inequality

The Azuma inequality states that if we have a martingale $X_1,\ldots,X_N$ that satisfies a bounded difference condition: $$|X_k - X_{k-1}| \leq c_k$$ Then: $$\Pr\left[X_N - X_0 \geq \sqrt{2\sum_kc_k^2 ...
1
vote
1answer
1k 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 ...
4
votes
1answer
168 views

Random walk with continuously distributed steps on [-1,1]

A simple random walk $S_n = X_1 +\cdots +X_n$, where $P(X_i = 1) = p \not = 0.5$ and $P(X_i=-1)= q \triangleq 1-p$, admits the following probability $$P(S_n \textrm{ reaches } a \textrm{ before} -b) ...
3
votes
0answers
69 views

What is the influence of unreliable comparisons on the results of sorting

Considering sorting algorithms based solely on binary comparisons of the elements to be sorted(algorithms such as insertion sort, selection sort, quicksort, and so on), what problems do we face when ...
1
vote
1answer
459 views

The probability that a 2d continuous time random walk avoids the origin

I am trying to find a reference of a proof of a continuous time version of a result of Dvoretzky and Erdos from their paper "Some problems on random walk in space" that says the probability ...
2
votes
2answers
183 views

Bound that random walk stays within with constant probability?

For one-dimensional random walk, it is well-known that if the walk goes for $n$ steps, with constant probability it ends within $\pm\sqrt{n}$. What is the bound, in terms of $n$, such that if the ...
1
vote
2answers
72 views

Position likelihood in a 2D graph [closed]

I am looking for general principles or specific answers to this generic example. Assume a 2d grid with no boundaries and a roving dot (ant/drunk guy/particle) that is initially located at some ...
1
vote
1answer
131 views

Two types of random walkers on square lattice

Consider a two dimensional square lattice ($n$ by $n$), which is our space $S$ (each point labelled by an index $1\to n^2$), containing two types of particles, distinguished here by either an index ...
7
votes
2answers
269 views

Distribution of $\max_{n \ge 0} S_n$, random walk

Say we have a random walk that is a nearest neighbor random walk on the integers where at each step the probability of moving one step to the right is $p$ and the probability of moving one step to the ...
1
vote
1answer
128 views

A deterministic and explicitly described walk which is like random ones

Consider a sequence $(X_i)_{i = 1}^{\infty}$ which every $X_i$ is $-1$, $0$ or $+1$ and lets define $Y_n = X_1+ \cdots + X_n$. We say the sequence $(X_i)_{i = 1}^{\infty}$ a Good Sequence if $Y_n \neq ...
5
votes
2answers
176 views

Recurrence of Poisson binomial distributed random walk

Let $X_n$ be the outcome of a Bernoulli trial where the probability of getting 1 is $p_n$ and the probability of getting 0 is $1-p_n$, and let $S_n = \sum_{i=1}^n \left(X_i - \textrm{E} X_i \right)$. ...
8
votes
1answer
428 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 ...
1
vote
0answers
36 views

Is there an effective algorithm for finding “minimal discovery times” for large graphs?

Consider a large, probably sparse graph with Markovian random walkers on it. Define the discovery time as the expected time to first reach a vertex by random walk from a uniform start. Are there ...
4
votes
3answers
296 views

Maximum difference between heads and tails in absolute value

I toss a fair coin $n$ times. Some notation: $S_i=$ difference between #heads and #number of tails after the first $i$ tosses, $1\leq i\leq n$. $M_n=\max(S_1,S_2,\dots,S_n)$, ...
9
votes
1answer
358 views

Lattice random walk under gravity

Suppose a random walk on $\mathbb{Z}^2$ takes a step left or right with probability $\frac{1}{4}$, but up with probability $\frac{1}{2} p$ and down with probability $\frac{1}{2} (1-p)$, where $p \in ...
5
votes
1answer
350 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
2answers
465 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 ...
1
vote
1answer
179 views

Arc Sine law for Random Walk conditioned to non-absorption or not?

Let $S_n$ be simple symmetric Random walk on the integers in $[-N,N]$ with states $N$ and $-N$ absorbing. Let $\tau$ be the time to absorption when $S_0 = 0$. Is the $E(S^{2}_{n}| \tau \geq n)$ ...
2
votes
1answer
181 views

Gradient of Probability Distribution

Given a random walk on a lattice $L$ (not necessarily centered - we allow $E[X_i] \neq 0$ for the i.i.d. increments $X_i$), let $p_t(x)$ denote the probability measure of state $x \in L$ after $t$ ...
3
votes
0answers
68 views

Is the family of probabilities generated by a random walk on a finitely generated amenable group asymptotically invariant?

Is the family of probabilities $\mu^n$ (convolution) generated by a random walk $\mu$ on a finitely generated amenable group $G$ asymptotically invariant ($\|g\mu^n-\mu\|_{L^1}\to 0$ for any $g\in ...
3
votes
0answers
163 views

Uniform sub-linearity of sub-additive functions on groups

Suppose $G$ is a finitely generated group and suppose $f: G \to \mathbb{R}$ is subadditive function, that is: $f(g_1\circ g_2) \leq f(g_1) + f(g_2)$. One example of such $f$ is the word length in some ...
2
votes
1answer
74 views

More precise statement about lower bounds on the cover time of general graphs

Uriel Feige has shown in 1995 in his paper "A Tight Lower Bound on the Cover Time for Random Walks on Graphs", the following result: For any graph $G$ on $n$ vertices, and any starting vertex $u$ ...