Timeline for exactly simulating a random walk from infinity
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 9, 2011 at 18:24 | vote | accept | James Propp | ||
| Jun 9, 2011 at 2:32 | history | edited | James Propp | CC BY-SA 3.0 |
I removed the word "internal" (which didn't belong there)
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| Jun 8, 2011 at 17:34 | comment | added | Ori Gurel-Gurevich | I edited my answer to explain the equivalence. I may add more later. | |
| Jun 8, 2011 at 12:40 | comment | added | James Propp | That's believable, but can you prove it to me? (Indeed, what does it mean to condition on this event, given that the event has measure zero? I guess it means, condition on the event no-return-to-the-origin-up-to-time-T and then take the limit as T goes to infinity.) Also, assuming that your assertion is true, does it give a workable simulation scheme? I don't think that the law of this conditioned walk is just "pick a random neighbor as long as it isn't the origin". | |
| Jun 8, 2011 at 6:40 | answer | added | Ori Gurel-Gurevich | timeline score: 6 | |
| Jun 7, 2011 at 23:23 | comment | added | George Lowther | It should just be the same thing as a random walk conditioned not to hit the origin at any positive time. | |
| Jun 7, 2011 at 23:11 | history | asked | James Propp | CC BY-SA 3.0 |