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Bounty Ended with no winning answer by Rob Grey
Bounty Started worth 50 reputation by Rob Grey
Asked reverse formulation of question where one hopes to find solutions for jump probability assignments from mean occupancy values. Original question is preserved below new formulation.; edited body
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Rob Grey
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Mean occupancy Finding jump probabilities from mean-occupancy values for positions on a one-dimensional random walk with a finite set of jump probabilities

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.

Mean occupancy for a one-dimensional walk with a finite set of jump probabilities

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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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.


The 'reverse' question may also be interesting -

Let $M$, $(m_1, m_2, ..., m_L) \in M$ be the set of mean occupancy values for each position in the one-dimensional lattice, $(x_0, x_1, ..., x_L) \in L$. Is there an efficient method to uniquely reconstruct the values for the set of jump probabilities, $(p_1, p_2, ..., p_N) \in P$ (as defined above), for each position in the lattice, $x_k$?

Finding jump probabilities from mean-occupancy values for positions on a one-dimensional random walk

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, 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, $(x_0, x_1, ..., x_L) \in L$.

Now, provided access to $M$, to what extent can we find the values for the set of jump probabilities, $(p_1, p_2, ..., p_N) \in P$ (as defined above), for each position in the lattice, $x_k$? Can we guarantee a unique solution by placing certain restrictions on the finite set of jump probabilities $P$?


(Note - This is the reverse formulation of an earlier question I asked about computing mean occupancy for sites 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, $(x_0, x_1, ..., x_L) \in L$, 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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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.

Added question about finding jump probabilities from mean occupancy data; deleted 2 characters in body; edited body; added 15 characters in body
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Rob Grey
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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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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.


The 'reverse' question may also be interesting -

Let $M$, $(m_1, m_2, ..., m_L) \in M$ be the set of mean occupancy values for each position in the one-dimensional lattice, $(x_0, x_1, ..., x_L) \in L$. Is there an efficient method to uniquely reconstruct the values for the set of jump probabilities, $(p_1, p_2, ..., p_N) \in P$ (as defined above), for each position in the lattice, $x_k$?

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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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.

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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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.


The 'reverse' question may also be interesting -

Let $M$, $(m_1, m_2, ..., m_L) \in M$ be the set of mean occupancy values for each position in the one-dimensional lattice, $(x_0, x_1, ..., x_L) \in L$. Is there an efficient method to uniquely reconstruct the values for the set of jump probabilities, $(p_1, p_2, ..., p_N) \in P$ (as defined above), for each position in the lattice, $x_k$?

added 70 characters in body
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Rob Grey
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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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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.

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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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, $x_k$?

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 (forward, $p_k$, backward, $(1-p_k)$) from a set $P$, where $(p_1, p_2, ..., p_N) \in P$.

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.

Changed 'randomly assigned' to 'assigned' (see Steve Huntsman's comment & my reply)
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Rob Grey
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Rob Grey
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