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Let us consider the following hierarchical (recursive) random walk model, which is also known as the hierarchical hidden Markov model in computer science (https://en.wikipedia.org/wiki/...

Suppose $\sigma_{1},\sigma_{2},...$are i.i.d random variables.$S_{0}=0$. Define $S_{n}=S_{0}+\sum_{i=1}^{n}\sigma_{i}$, then ${S_{n}}$ is a Markovian random walk. I want to figure out the necessary ...

I try to adopt Wald's equation to a slightly more complex problem. In fact, after a full day, I found some solution now, but it has a confusing argument in the middle. Perhaps somebody can help me at ...

Edit: I simplified the example to a canonical case for clarity. Given an integral $\int_{\Omega}{g(\mathbf{x})}$ with a well-posed integrand $g(\mathbf{x})$ defined on some multidimensional space $\...

I was reading the paper 0810.4113v2, burda, which analyzed the stationary distribution maximal entropy random walk on the irregular lattice. I am confused on some of the steps. Description: The ...