Please imagine a discrete random walk on a one-dimensional lattice. The lattice consists of a set of $L$ positions, $(x_0, x_1, ..., x_L) \in L$, where $x_0$ is the initial position of the walk (as well as a reflecting boundary), and $x_L$ is absorbing.
For each position in the walk, we assign one of $N$ jump probabilities ($N \leq L$) is assigned (forward, - $p_k$, backward, - $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$. However, we do not have knowledge about these assignments. All we are provided with is a set $M$, $(m_1, m_2, ..., m_L) \in M$, of mean occupancy values for each position in the one-dimensional lattice, $(x_0, x_1, ..., x_L) \in L$.
For the duration of the random walkNow, until the absorbing targetprovided access to $x_L$ is reached$M$, to what isextent can we find the mean occupancy ofvalues for the a givenset of jump probabilities, $(p_1, p_2, ..., p_N) \in P$ (as defined above), for each position in the one-dimensional lattice, $x_k$? I'm hoping to find an efficient method to compute an exact Can we guarantee a unique solution. by placing certain restrictions on the finite set of jump probabilities $P$?
The 'reverse' question may also be interesting(Note -
Let $M$, $(m_1, m_2, ..., m_L) \in M$ be This is the setreverse formulation of an earlier question I asked about computing mean occupancy values for each positionsites in the one-dimensional random walk from assigned jump probabilities. See below for the earlier question.)
Please imagine a discrete random walk on a one-dimensional lattice. The lattice consists of a set of $L$ positions, $(x_0, x_1, ..., x_L) \in L$. Is there an efficient method to uniquely reconstruct, where $x_0$ is the values forinitial position of the setwalk (as well as a reflecting boundary), and $x_L$ is absorbing.
For each position in the walk, we assign one of $N$ jump probabilities (forward, $(p_1, p_2, ..., p_N) \in P$$p_k$, backward, (as defined above$(1-p_k)$) from a set $P$, for eachwhere $(p_1, p_2, ..., p_N) \in P$.
For the duration of the random walk, until the absorbing target $x_L$ is reached, what is the mean occupancy of the a given position in the one-dimensional lattice, $x_k$? I'm hoping to find an efficient method to compute an exact solution.