The random-walk tag has no wiki summary.

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### Rolling a random walk on a sphere

A ball rolls down an inclined plane, encountering horizontal obstacles, at which it
rolls left/right with equal probability. There are regularly spaced staggered gaps that let the ball
roll down to ...

**27**

votes

**1**answer

896 views

### Prime Number Races in 2 Dimensions

Is the mapping $$f: \ \mathbb{N} \rightarrow \mathbb{Z}[i], \ \ \ n \ \mapsto
\sum_{2 < p \leq n \ {\rm prime}} e^{\frac{p-1}{4} \pi i}$$ surjective?
In 1999, when I was an undergraduate student, ...

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votes

**1**answer

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### 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 ...

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votes

**2**answers

660 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 ...

**20**

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**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 ...

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**5**answers

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### Probability of a Random Walk crossing a straight line

Let $(S_n)\_{n=1}^{\infty}$ be a standard random walk with $S_n = \sum_{i=1}^n X_i$ and $\mathbb{P}(X_i = \pm 1) = \frac{1}{2}$. Let $\alpha \in \mathbb{R}$ be some constant. I would like to know the ...

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votes

**4**answers

597 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 ...

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votes

**2**answers

741 views

### Randomly walking a leashed dog

Let a human $h(t)$ random walk on $\mathbb{Z}^2$ by taking a unit-length step at every
time step $t$. A dog $d(t)$ on a leash of length $\lambda$ follows $h(t)$, also
taking a unit-length step at ...

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votes

**5**answers

900 views

### Simple Random Walk on a Locally Finite Graph - when is it recurrent?

I'm giving a talk tomorrow about a result in computer science which I recently proved. It's a recurrence-transience result on a random process which is related in spirit to a simple random walk. My ...

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**3**answers

413 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 ...

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votes

**3**answers

457 views

### Estimate on currents in Cayley graphs

Take a Cayley graph $\Gamma$ (thought of as an electrical network with all edges having equal resistance) and break one edge $e$ and put a battery there. (Assume the graph has only one end* so that ...

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votes

**2**answers

617 views

### What is the maximum diameter of $N$ steps of a random walk?

Since probability is quite far away from my daily buisiness, please forgive me if my use of terminology is wrong or the question is too trivial. However, I was not able to find the right keyword to ...

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**0**answers

498 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, ...

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**2**answers

739 views

### Random walks on Coxeter groups

Let $G_N$ be the group generated by elements $a_1,\ldots,a_N$ subject to the relations $a_i^2=1$ and $(a_ia_j)^3=1$. The growth function of $G_N$ is then
...

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**1**answer

303 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
$\equiv 2 \mod 3$,
we place, with equal probability, one of these six patterns:
The result ...

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votes

**1**answer

603 views

### How far can a particle travel from its origin if it exhibits self-avoiding Brownian motion in two-dimensions?

Let's say I have a point-like Brownian particle undergoing two-dimensional diffusion on an infinite plane with the caveat is that the particle can never return to a coordinate that it previously ...

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**1**answer

184 views

### Wander distance of self-avoiding walk that backs out of culs-de-sac

Suppose a self-avoiding walk on $\mathbb{Z}^2$, with random steps each one unit long,
backs out of culs-de-sac, but retaining the lattice points on which it stepped
marked as unavailable for future ...

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votes

**1**answer

520 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
...

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votes

**4**answers

2k views

### What is the cover time of a random walk on a cube?

I can't quite figure this problem yet. There is an ant at one vertex of a cube. The ant goes from one vertex to another by choosing one of the neighboring vertices uniformly at random. What is the ...

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**3**answers

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### 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 ...

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**2**answers

555 views

### Markov chains: invariant measures and explosion

The following seems like such an elementary question, but I didn't get anywhere with it.
Suppose you are considering a Markov chain in continuous time which is transient and has an invariant measure ...

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votes

**1**answer

519 views

### exactly simulating a random walk from infinity

In diffusion-limited aggregation on the square lattice, one lets a particle do "random walk from infinity" until it hits the current aggregate, at which point the site occupied by the particle is ...

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**0**answers

194 views

### Mixing properties of random walks on graphs [migrated]

I have a question about this paper (not behind a pay wall) on the Cheeger inequality for graphs.
One of the main ideas of the paper is that random walks on graphs can be used to find sets with small ...

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**3**answers

363 views

### Hitting time for two out of three random walk particles

I'm imagining a simple random walk on $\mathbb{Z}$ with three independent particles (maybe add laziness so they don't jump over each other). Suppose the particles are initially placed at, say, $-10$, ...

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**1**answer

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### Pólya's Random Walk Constants at infinity

Let be the probability that a random walk on a d-D lattice returns to the origin. In 1921, Pólya proved that $p(1)=p(2)=1$
but $p(d)<1$ for $d>2$.
...

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**1**answer

340 views

### Elephant populations (and Dyck words)

Hello,
I'm relatively new to this forum so apologies if I have tagged my
question incorrectly.
I have been in contact with a wildlife biologist recently concerning
counting elephant populations and ...

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votes

**1**answer

654 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) $ ...

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votes

**5**answers

4k 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 ...

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**2**answers

171 views

### Area covered by Brownian motion of 2D disc

I would like to know the expected value for the area covered by a disc of radius $R$ whose center undergoes Brownian motion (diffusion).
Specifically, let $\mathbf{X}_t$ represent a two-dimensional ...

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**2**answers

406 views

### A discrete random walk that avoids previously visited vertices for an exponentially distributed time interval

Imagine a discrete random walk on an infinite one-dimensional lattice where, for every unit interval of time, $(t_1, t_2, ...)$, the walker takes a step with uniform probability to its left or right. ...

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votes

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351 views

### Limit shape for fixed-perimeter lattice polygons

Let $P$ be a simple polygon defined by $n$ unit-length segments
connecting lattice points of $\mathbb{Z}^2$.
I have two operations that preserve the perimeter of $P$.
The first is the "pop" of a ...

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votes

**1**answer

145 views

### Random walk on a Penrose tiling

Pólya proved that a random walk on $\mathbb{Z}^2$ almost surely returns to the
origin, or, equivalently, returns to the origin infinitely often.
It was subsequently established that in $\mathbb{Z}^3$, ...

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**1**answer

241 views

### Mixing time of unitary Brownian motion

Let $B_t$ be the unitary Brownian motion, i.e. Brownian motion on the unitary group $U(N)$. What is known about the mixing time of $B_t$, that is, how fast does the measure $B_t(\delta_{\{Id\}})$ ...

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646 views

### Combinatorial proof for the number of lattice paths that return to the axis only at times that are a multiple of 4

Consider lattice paths consisting of $2n$ steps, each of which is either $(1,1)$ or $(1,-1)$. The number of such lattice paths that return to the horizontal axis only at times that are a multiple of ...

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### 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 ...

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votes

**1**answer

638 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 ...

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**2**answers

489 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 $t$ ...

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**1**answer

733 views

### Generating function for Random Walk Hitting Time, taking the wrong root

In a calculation of the hitting time for a Bernoulli random walk we have to calculate the hitting time $\tau(1)=\inf\{n\ge 0:S_n=1\}$ to reach $+1$ and the generating function has the recursion ...

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115 views

### Speed on recurrent graphs

Suppose that $G$ is a (locally finite) graph such that the simple random walk on $G$ is recurrent. Does this imply any upper bound on the speed $\mathbb{E}d(X_t,X_0)$ of such random walk?

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421 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 ...

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**2**answers

167 views

### Random walk in a convex body or convex polytope

Let $\Delta$ be a convex body (i.e. a compact convex subset) or a convex polytope in
$\mathbb{R}^n$. Let $x$ be a point inside $\Delta$ and consider a (uniform) random walk starting at $x$ inside ...

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votes

**1**answer

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### The number of lattice paths below y=n/m x for gcd(m,n) = 1

The motivation of my question is the recent preprent of Armstrong, Rhoades and Williams http://arxiv.org/abs/1305.7286 on rational Catalan combinatorics.
An important starting point of this paper is ...

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votes

**2**answers

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### 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} ...

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375 views

### Complexity of detecting a convex body in $\mathbb{R}^n$?

Let $K_0$ be a bounded convex set in $\mathbb{R}^n$ within which lie two sets $K_1$ and $K_2$. $K_0,K_1,K_2$ have nonempty interior. Assume that,
$K_1\cup K_2=K_0$ and $K_1\cap K_2=\emptyset$.
The ...

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**1**answer

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### 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 ...

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522 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, ...

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**1**answer

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### First Collision Time for k Random Walkers on a Torus

I consider $k$ random walkers on $\mathbb{Z}^{d}/n \mathbb{Z}^{d}$, the $d$-dimensional torus of side length $n$. More precisely, I will define a Markov chain $Z_{t} = (X_{t}[1], \ldots, X_{t}[k])$ ...

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**1**answer

350 views

### Random walk over a function

Let $\{X_n\}_{n\geq 0}$ be a random walk. Let us assume that $\mathbb{E}X_1 =0$ and $\mathbb{E}X_1^2=1$. Let also $\mathbb{E}\exp(c|X_1|)<+\infty$ for some $c>0$ and $X_1$ has a law with ...

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### How much do the classes of geodesic metrics and Green metrics on a Gromov hyperbolic group differ?

Background
Let $G$ be a Gromov hyperbolic group. If $G$ acts properly discontinuously and cocompactly on a proper geodesic metric space $X$, then any bijective identification of $G$ with its orbit ...

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543 views

### Random walk by simplex vertices

I apologize if this question is well-known, but I was unable to find it mentioned anywhere.
There exists a bug which moves around in $r$-space. The bug begins at the origin of this $r$-space. If the ...