The random-walk tag has no wiki summary.

**20**

votes

**5**answers

2k views

### A random walk with uniformly distributed steps

The following problem has bothered me for a long time.
Let us imagine a point on the real axis. At the beginning, it is located at point $O$. Then it will "walk" on the real axis randomly in the ...

**12**

votes

**3**answers

446 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 ...

**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 ...

**16**

votes

**1**answer

448 views

### Longest of random worm-like paths in $\mathbb{Z}^2$

Imagine at each lattice point of $\mathbb{Z}^2$ within $[1,3n]^2$,
with coordinates
$\equiv 2 \bmod 3$,
we place, with equal probability, one of these six patterns:
The result ...

**6**

votes

**1**answer

291 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 ...

**5**

votes

**1**answer

232 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 ...

**4**

votes

**1**answer

222 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 ...

**1**

vote

**1**answer

620 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 $p+q+r=1$. ...

**3**

votes

**1**answer

296 views

### Where does directed random walk hit the boundary of a region?

I have a problem that I more or less know the answer to (in an ad hoc way), but would really like to see it done in a systematic way. In spite of this, I will pose the question in quite a concrete ...

**2**

votes

**1**answer

344 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 ...

**1**

vote

**1**answer

106 views

### Large deviations for maximizer of random walk with drift

Is it easy to write down the large deviations rate for the maximizer of a random walk with negative drift?
Let $X_i$ be the (iid, mean $-\mu$, variance $\sigma$, arbitrarily nice tails) jumps of a ...