The random-walk tag has no usage guidance.

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votes

**1**answer

81 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

**0**answers

44 views

### continuous vs discrete random walk [on hold]

For 1D random walk in discrete case the probability $P_N(X)$ of finding walker at position $X$ after $N$ steps has a binomial distribution, moreover when $N+X$ is odd then probability is 0.
Let's ...

**0**

votes

**1**answer

105 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 ...

**-1**

votes

**0**answers

8 views

### Hypothesis testing for independent and non-identical distribution [migrated]

I want to apply the hypothesis for my problem. According to A. Wald regarding sequential hypothesis, he used independent and identically distributed (iid) observations or samples but in my case my ...

**0**

votes

**1**answer

83 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) ...

**-1**

votes

**1**answer

78 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 ...

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votes

**0**answers

133 views

### Shortest distance on a combinatorial chess board

Consider a random $n\times n$ combinatorial $0/1$ square matrix over field $\Bbb F$ of rank $r$ with every row distinct and every column distinct as a chess board.
Definition of combinatorial ...

**11**

votes

**1**answer

466 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

**1**answer

93 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

**1**answer

451 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

**1**answer

141 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

**1**answer

162 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 ...

**0**

votes

**1**answer

127 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 ...

**9**

votes

**2**answers

311 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

**1**answer

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 ...

**3**

votes

**2**answers

179 views

### Distribution 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 ...

**4**

votes

**1**answer

156 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

**0**answers

57 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

**1**answer

421 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

**2**answers

168 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

**2**answers

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

**1**answer

119 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 ...

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votes

**2**answers

254 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

**1**answer

118 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

**2**answers

162 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

**1**answer

396 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

**0**answers

35 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 ...

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votes

**3**answers

275 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, $1\leq i\leq n$.
$M_n=\max(S_1,S_2,\dots,S_n)$,
...

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votes

**1**answer

338 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

**1**answer

339 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

**2**answers

411 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

**1**answer

165 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

**1**answer

167 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

**0**answers

66 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

**0**answers

161 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

**1**answer

71 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 $u$ ...

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votes

**5**answers

765 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 ...

**0**

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**0**answers

71 views

### Markov chains on a polyhedron

A modification of a question from Gerard Letac (1976): A m-sided q-adjacent-faced polyhedron has one of its faces "up." Each round, the polyhedron rolls so that any of the adjacent faces is now up. ...

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votes

**0**answers

48 views

### probabilistic interpretation of a finite difference scheme

Let me start with some simple background.
Consider the heat equation :
$
\frac{\partial p}{ \partial t} = \frac{1}{2} \frac{\partial^2 p}{\partial y^2} \quad \mbox{in} \quad \mathbb{R}\times ...

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vote

**0**answers

100 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 ...

**2**

votes

**1**answer

172 views

### Random walk on a sphere along latitude-longitude grid

Suppose a sphere is partitioned by a latitude-longitude grid, with
grid quadrilaterals $\Delta \times \Delta$.
All grid nodes have degree $4$, while the North & South poles have
degree $2 \pi / ...

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vote

**0**answers

111 views

### Horizontal vs Vertical sides Exit from a Rectangle for simple symmetric Random Walk on $\textbf{Z}^{2}$

Consider simple symmetric random walk, $X_{n} = (X_{n}^{(1)}, X_{n}^{(2)})$ with $X_0= (0,0)$, on the 2 dimensional integer lattice, $\textbf{Z}^{2}$.
Let $T_{M}, T_{N}$ be the smallest $n$ such ...

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votes

**2**answers

228 views

### First collision time of $n$ random walkers on a cycle

My question is somehow related to the one here First Collision Time for k Random Walkers on a Torus but, unfortunately, the answer does not cover my concern.
My problem is: consider $n$ walkers on ...

**0**

votes

**1**answer

311 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 ...

**3**

votes

**1**answer

124 views

### General ballot theorem

I am looking for a version of the Ballot Theorem for general step distributions. Specifically, let $X_1,X_2,\ldots$ be i.i.d. real random variables with some distribution. Let $S_n = S_1 + \cdots + ...

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**2**answers

239 views

### A variant of random walk

Standard random walk assumes a sequence of iid RVs $\{X_i\}_{i\geq 0}$ and studied the distribution of $S_n=\sum_{i=0}^n X_i$.
Here, I am wondering whether there is some work on
$T_n=\sum_{i=0}^n ...

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votes

**0**answers

186 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 ...

**2**

votes

**1**answer

213 views

### Hitting probabilities for conditioned oriented random walk monotonic?

Consider an oriented random walk on $\mathbb Z^2$ (i.e. only steps $\rightarrow$ and $\uparrow$ with equal probability.) Say we let the walk go $2m$ steps then start guessing sites at distance $2m$ ...

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**2**answers

842 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, ...

**6**

votes

**2**answers

182 views

### Tail sigma-algebra of a branching random walk

I am looking for any known results about the tail sigma-algebra of a branching random walk. To be specific, let $T$ be the nodes of an infinite binary tree rooted at $r \in T$. Let $\{X_t\})_{t \in ...