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Results tagged with markov-chains
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user 238
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The limiting behavior of geometric random walk
I would like to know what the asymptotic limiting behavior is for the following random walk on $\mathbb Z^d$. By Donsker's invariance principle, I suspect that its behavior is diffusive, i.e., the dis …
- 5,405
6
votes
Markov chain on groups
I'm not sure, but I'll bet you can find the answer in the recent book Markov Chains and Mixing Times by Peres, Levin and Wilmer.
- 8,532