Questions tagged [random-walks]
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526
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Divergent/Unbounded random walks techniques
I want to prove the following biased random walk will be diverge. Suppose I have a random walk $S_n = X_1 + ... + X_n$, but $X_1,...,X_n$ are dependent variables. $X_1 \sim$ Bernoulli($\sigma(\theta_1)...
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Probability of random walk on confined lattice with reflective boundaries
Consider a simple random walk in one dimension with reflective boundaries at $n=1$ and $n=N$. We can express it via the master equation:
\begin{equation}
P(n,t) = \frac{1}{2}P(n-1,t-1) + \frac{1}{2}P(...
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Does a 2d random walk hit 0 for increasing distances AND time spans?
Question: For a simple symmetric random walk $(Z_t)_{t\geq 0}$ in $\mathbb{Z}^2$, does
$$\lim_{\beta\rightarrow 0}\mathbb{P}^{x_\beta}(Z_t=0\text{ for some }t\leq h(\beta)T)=0\quad (2.8)$$
where $|x_\...
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Dispersion of random walk with scaled step sizes
Let $Y_j$ be a sequence of independent Gaussian random variables with mean zero and unit variance ($\mathbb{E} Y_j = 0$ and $\mathbb{E} Y_j^2 = 1$) and let $\sigma:\mathbb{R}\to [1,2]$.
We define the ...
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Probability of $\operatorname{Bin}(n,p)=\operatorname{Bin}(n,q)$ is decreasing when $n$ increases
$\newcommand{\Bin}{\operatorname{Bin}}$I would like to show that $\mathbb P(\operatorname{Binomial}(n,p) = \operatorname{Binomial}(n,q))$ decreases when $n$ increases for a fixed pair $(p,q)$. This ...
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Bounds on hitting time of sum of i.i.d. random variables
I have a sequence $(X_i)_{i\geq 1}$ of i.i.d. random variables taking values in $\mathbb Z$. I know that each $X_i$ has mean $0$ and finite variance $\sigma^2$. Let $S_n=X_1+\cdots+X_n$. Then I can ...
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MGFs of sum of (Rademacher) independent variables and (hyperbolic/spherical) Pythagorean theorem
Consider a set of iid random variables $X_1, X_2, \ldots$ (distribution to-be-specified later). For real numbers $a_1, a_2, \ldots$ (with $\sum_{k} a_k^2 < \infty$) define
$$X = a_1 X_1 + a_2 X_2 +...
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A few points of clarification on the Martin boundary
Let $\Gamma$ be a finitely generated group, and let $M$ be the Martin boundary of $\Gamma$. I was reading the article on Martin boundary on Encyclopedia of Math, and I have a few questions about what ...
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Have strictly superharmonic functions on graphs been studied?
Given a graph $G$ and a function $f:G\to\mathbb R$, we say that $f$ is harmonic if
$$f(x)=\frac{1}{|N(x)|}\sum_{y\in N(x)}f(y)$$
for every $x\in G$, where $N(x)$ denotes the set of neighbors of $G$. ...
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How to choose N policemen positions to catch a drunk driver in the most effective way (on a Cayley graph of a finite group)?
Consider a Cayley graph of some big finite group. Consider random walk on such a graph - think of it as drunk driver. Fix some number $N$ which is much smaller than group size.
Question 1: How to ...
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Random walk on $\mathbb{Z}^3$. Expected number of visits and probability of return
I am working with the simple symmetric random walk on $\mathbb{Z}^3$. Using the Fourier identity I have been able to prove:
$$ P(S_n = 0) = \frac{1}{(2\pi)^3} \int_{-\pi}^{\pi} \int_{-\pi}^{\pi} \...
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Random pseudo-walk with 'disappearing' values
This question is a twist on a question I asked here Random pseudo-walk of Poisson variables, but with randomly 'disappearing' objects. I do not know how to generalize the (satisfactory) answer given ...
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Random Walks on the natural numbers with self loops
I am looking at a random walk that starts at 0 and at every step, either increases or decreases by 1, or doesn't move.
More specifically, $\mathbb{P} (X_{t+1} = X_t) = 1-p,\mathbb{P} (X_{t+1} = X_t +1)...
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Has this random process been studied on grid graphs?
As an offshoot of a different discussion I got curious about (uniform) random spanning trees on grid graphs (torus graphs in particular, to avoid having to think about edge effects) and what their ...
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Measures with superexponential moments on finitely generated groups
Let $\Gamma$ be an infinite finitely generated group and let $\nu$ be a measure on $\Gamma$ which generates a transient random walk. I was reading this paper, and the authors prove many of their ...
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Bound from above and from below the probability that a 1-D centered random walk remains at each step inside a square root boundary
Let $W_n = \sum_{i = 1}^{n}X_i$ be a random walk on $\mathbb{R}$, where the increments $X_i$ are i.i.d., symmetric around the origin ($X\sim -X$), such that $-1\leq |X(\omega)| \leq 1$ $\forall\omega\...
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Transience of the SRW on regular graphs of exponential growth
Let $G$ be a $d$-regular graph of exponential growth. By exponential growth I mean that
$$ \liminf_{r \to \infty} | B(o, r)|^{1/r} >1. $$
Here $B(o,r)$ is the ball of radius $r$ centered at a given ...
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Balancing act for infinite walks
Think of a one-dimensional infinite walk as a map $$w\colon \mathbb{N}\to \{-1,1\}.$$ (If it is more convenient, you can think of a walk as a subset of $\mathbb{N}$, or as a binary word, or as any ...
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Running minimum of exponential random walks
Let $\{X_i\}$ be a collection of i.i.d. Exp$(1)$ random variables. For $k \in \mathbb{Z}_{>0}$, define
$$S_k = \sum_{i=1}^k X_i$$
and note that $\mathbb{E}[S_k] = k$.
I was wondering if there is ...
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Asymptotic Independence of random walks from increments?
Suppose we have two random walks $(S_n:n\geq 1)$ and $(T_n:n\geq 1)$ building from independent identically distributed increment vectors $\{(X_k,Y_k):k\geq 1\}$, i.e. $S_n=\sum_{k=1}^n X_k, T_n=\sum_{...
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Simple linear asymptotics for leaving time of particle in open-boundary TASEP
EDIT: It appears the hypothesis may not be true - I am not sure. I therefore changed my question.
ORIGINAL QUESTION:
Consider a system $n$ linked discrete cells numbered $1 \ldots n$. Particles are ...
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Winning game probability
At each round of a game with two players Alice and Bob, Alice can win with a fixed probability $a$ and Bob can win a fixed probability $b$, such that $a+b < 1$, otherwise there is a draw.
The game ...
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Locally "unshortable" paths in graphs
Setup: Consider a connected graph G, with diameter "d".
Informally: Trivially (by definition of diameter), taking any path $P$ any nodes $P(i) , P(i+k)$ for $k>d$ can be connected by a ...
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If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dotsb+ B_n'$ also satisfies the same inequality
Related: On a deceptively tricky calculus problem.
The way that Leonard Gross proves the log Sobolev inequality is in the following stages:
He proves that for any operator $B$ that satisfies the log ...
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Random walk on N-Rubik cube group is going like sqrt(number of moves) or linear (number of moves) or? "commutative" vs. "free"(like) group pattern?
Consider higher (NxNxN) Rubik's cube group, with specific set of generators described below.
What is important - that there are huge COMMUTING subsets of generators.
Question: Consider a random walk ...
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Conditioned random walk over a graph
I want to solve for a conditioned random walk over a graph. I have a directed graph $G$. The random walkers start at a fixed node, Source. They all need to end up at fixed node, Sink. So the random ...
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An analogue of Kolmogorov's law of the iterated logarithm
Let $X_1,\dots,X_n$ be independent random variables, each with mean zero and finite variance. Let $S_n = \sum\limits_{k=1}^n X_k$ and $s_n^2=ES_n^2$. We say the sequence obey the law of iterated ...
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Random pseudo-walk of Poisson variables
Suppose there is a pool that can contain any non-negative number of objects. At time $t$ it contains $n_t$ objects. Time is discrete.
Before time $t+1$ two things happen, in this order:
Unless the ...
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Probability that a 1-D zero mean random walk remains at each step inside a square root boundary
Let $W_n = \sum_{i = 1}^{n}X_i$ be a random walk on $\mathbb{R}$, where the increments $X_i$ are i.i.d., symmetric around the origin ($X\sim -X$), such that $-1\leq |X(\omega)| \leq 1$ $\forall\omega\...
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How to sample uniformly over a polytope knowing its vertex presentation?
Say that a convex polytope $P$ is presented as $P = \mathrm{Conv}(v_1, \dots , v_m)$.
I would like to sample over $P$, without generating the facet presentation of the polytope.
How can I do that?
I ...
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Random walk with same directions and different step sizes
Let $X\sim e^{iU}$, where $U$ is uniformly distributed on $(0, 2\pi]$. Define $\chi_1, \cdots, \chi_t$ as i.i.d. random variables with the same distribution as $X$.
Consider the following two random ...
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How far does a random walker travel before returning to the origin?
Consider a (continuous time) simple symmetric random walk on $\mathbb Z$, starting from the origin. Let us denote this random walk by $\{X_t: t\geq 0\} $. It is well known that this random walk is ...
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A question on the convex hull of independent random walks
Consider $m$ independent random walks $X^1_n, \dots, X^m_n$ driven by a probability measure $\mu$ in $ \mathbb{Z}^d$. Assume that the $\mu$ has no drift, that is, the expected value of a $\mu$-...
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Small angles between independent centred random walks in $ \mathbb{Z}^d$
Let $W_n$ and $W'_n$ denote two independent random walks in $ \mathbb{Z}^d$ defined using a finitely supported centred (mean zero) probability measure on $\mathbb{Z}^d$.
For $N \ge 1$, let
$\theta_n$ ...
- 6,182
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Sign of error in the central limit theorem
Let $X_n$ and $Y_n$ be independent copies of two random variables $X$ and $Y$ with domain $\{-1,0,1\}$ for $n\in \mathbb{N}$. For a given $k\in \mathbb{N}$, I would like to find conditions on $X$ and $...
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A coupon collector-ish question
Imagine we are in the coupon collector setting: every time step we get independently one coupon out of $n$ coupons uniformly at random. However, unlike the coupon collector problem, we stop the at the ...
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Defining a metric on $\mathbb Z^n$ using Green's function for the simple random walk
Let $G$ be Green's function for the simple random walk on $\mathbb Z^n$ for $n\ge 3$, i.e., $G(x)$ is the expected number of visits to $x$ when the walk starts at the origin.
Define $d(x,y)=G(x-y)^{1/(...
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Optimal search puzzle
Consider the following puzzle: On the integer line from 1 to $t$ (top, let's say 1000 for this example), you have two operators: uniform random on 1 to $t$, and subtract 1. What is the optimal ...
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Probability to return to the origin for a uniform random walk
Consider a uniform random walk on $\mathbb{R}$, with stepsize chosen uniformly from the interval $(-1,1)$. The random walk start at $x=0$. Denote by $\rho_p dx$ the probability that the random walk ...
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Strong law of large numbers for a sequence of random variables in different probability spaces
Is it known whether the following version of the strong law of large numbers holds?
For each $k\in\mathbb{N}$, let $\Omega_k$ be a finite set and $\mu_k$ be a probability measure on $\Omega_k$. Let $(...
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Random walk to visible lattice points
Consider a random walk from the $\mathbb{Z}^2$ origin $(0,0)$ to visible
(not blocked) lattice
points $p$, with a parameter $r$ a given radius of a circle centered
on $p$.
With $p$ the previous point, ...
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Example of random walk in a random environment (RWRE) saying things on the environment
I was wondering if anyone is aware of works/articles/examples where random walks in a random environment (RWRE) are actually used for obtaining information on the random environment.
To clarify a bit, ...
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Random walk on matrix until singularity
Consider a random walk on matrices, where one starts with the matrix $M=I_n$ and at each step randomly chooses an entry of $M$ to increase by $1$.
I’m interested in two things about this walk:
What’s ...
- 541
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Rate of convergence to uniform distribution
Let $p=(p(1),\ldots,p(N))$ be a discrete distribution on $[N]:=\{1,2,\ldots,N\}$ with full support (i.e all the $p(i)$'s are strictly positive and sum to $1$). Let $i_1,i_2,\ldots,i_T$ be an iid ...
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Diameter bound for graphs: spectral and random walk versions
This question can be phrased in different settings. I will discuss a spectral formulation and the equivalent random walk version. The question came up naturally in recent work with Devriendt and ...
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Does a subset with small cardinality represent the whole set?
Assume that we have heavy-tailed distribution $F(x)$ such that
\begin{align}
F(x)=\mathbb{P}[X\geq x]=x^{-0.5}.
\end{align}
Then, we produce $N$ independent samples $X_1,X_2,\ldots,X_N$ from this ...
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A question about convergence of stochastic processes converging to a random walk
Consider the following random walk $(y_t)_{t \in \mathbb Z_+}$:
$$y_t = y_{t-1} + u_t,\quad (u_t)_{t \in \mathbb Z_+} \overset{iid}{\sim} N(0,1), \quad (t \in \mathbb Z_+)$$
where $y_0, u_1, u_2,...$ ...
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Randomly chosen walk of fixed length
Let $G=(V, E)$ be the graph on vertices $V = \{0, \cdots, k\}^n$, where vertices $(v_1, \cdots, v_n)$ and $(w_1, \cdots, w_n)$ share an edge iff $\lvert v_i - w_i\rvert \leq 1$ for all $i$.
A walk of ...
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Reference for the asymptotic mixing time of the random walk on the cycle
In Diaconis's book Group Representations in Probability and Statistics, Chapter 3C, there are explicit computations for the mixing time of the random walk on the cycle graph $\mathbb{Z}_{p}$, with $p$ ...
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counting fixed-area closed walks on square 2d lattice
I want to count the number $N(n,A)$ of closed walks of length $2n$ on the square $2d$ lattice enclosing a signed area of $A$. These numbers refine $\sum_A N(n,A) = \left(\begin{array}{c}2n\\n\end{...
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