Timeline for Random Walk on $\mathbb{R}$ with Uniformly Distributed Steps and "Reflective" Boundary at Origin
Current License: CC BY-SA 3.0
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Apr 5, 2015 at 14:55 | vote | accept | Nick Broderick | ||
| Apr 3, 2015 at 19:47 | answer | added | Joseph O'Rourke | timeline score: 1 | |
| Apr 3, 2015 at 16:44 | answer | added | Iosif Pinelis | timeline score: 6 | |
| Aug 31, 2013 at 23:22 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Aug 31, 2013 at 23:09 | history | edited | Nick Broderick | CC BY-SA 3.0 |
Updated conjecture to cover the case when r < 1.
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| Aug 4, 2013 at 12:31 | comment | added | Stephen DeSalvo | I would check out Feller Volume 1, Chapter 3 on Random Walks. | |
| Aug 4, 2013 at 2:03 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Jul 17, 2013 at 21:41 | history | edited | Nick Broderick | CC BY-SA 3.0 |
New conjecture
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| Jul 3, 2013 at 14:52 | comment | added | Nick Broderick | There doesn't seem to be a lot of activity surrounding this question -- no references offered, suggestions given or answers attempted. Is there something I can do to improve the question? | |
| Jun 26, 2013 at 20:25 | history | edited | Nick Broderick |
Added co.combinatorics tag
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| Jun 25, 2013 at 3:02 | review | First posts | |||
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| Jun 22, 2013 at 20:11 | history | edited | Nick Broderick | CC BY-SA 3.0 |
edited title
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| Jun 22, 2013 at 17:46 | comment | added | Nick Broderick | I see. I didn't realize the phrase "conditioned" carried that connotation. I definitely understand and appreciate the difference! Thank you. It's just as well I removed that phrasing, then. | |
| Jun 22, 2013 at 17:26 | comment | added | James Martin | One way to think about the difference is through simulation. To get your process (which is a type of "reflected" process), just generate the steps and push the walk up to 0 every time it goes negative. To get a sample of the process conditioned to stay non-negative, you generate the steps, but if the walk goes negative, you throw away that whole run, and start over again. (This may be an inefficient way to sample but it may be a helpful way to think about it). If you the difference still isn't clear, you could even generate some samples for, say, r=1/2 and n=40 - they look quite different! | |
| Jun 22, 2013 at 12:49 | comment | added | Nick Broderick | I'm not sure what the difference is if this a discrete-time process, but I removed that statement all the same to avoid any confusion there might be. | |
| Jun 22, 2013 at 12:48 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Jun 22, 2013 at 11:39 | comment | added | Nate Eldredge | A comment: your construction, where moves beyond the origin go to the origin instead, is not the same as conditioning the particle to stay non-negative. | |
| Jun 21, 2013 at 22:22 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Jun 21, 2013 at 22:01 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Jun 21, 2013 at 17:33 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Jun 20, 2013 at 17:21 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Jun 20, 2013 at 17:04 | history | edited | Nick Broderick | CC BY-SA 3.0 |
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| Jun 20, 2013 at 16:34 | history | asked | Nick Broderick | CC BY-SA 3.0 |