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1 vote
Accepted

Random walk question on 2D grid, probability of vertical line vs horizontal line hit

Problems 2 and 3 are equivalent by ignoring horizontal steps. Problems 1 and 2 are not equivalent. I believe the probabilities are known, but I don't know them. However, if the probability of hitting …
Douglas Zare's user avatar
4 votes
Accepted

Bound that random walk stays within with constant probability?

My interpretation of the problem is that you want a function $f(n)$ so that a walk of $n$ steps stays within $f(n)$ of the origin with probability $c+o(1)$ for some $0\lt c \lt 1$. If so, the right fo …
Douglas Zare's user avatar
7 votes

Order of magnitude of the hitting time of a random walk

After rescaling (the variance is $1/3$ instead of $1$), the random walk approaches Brownian motion. The first hitting time of $c$ for Brownian motion follows a Lévy distribution ($\textrm{Levy}(0,c^2) …
Douglas Zare's user avatar
5 votes
Accepted

Does walk on $Z^d$ with steps $(\pm 1,\pm1,\ldots,\pm 1)$ return to origin?

These random walks are recurrent when $d\le 2$ and transient when $d \ge 3$. That behavior happens for a wide variety of random walks. The expected number of returns to the origin is $$\sum_{n=1}^\in …
Douglas Zare's user avatar
10 votes
Accepted

Hitting time for two out of three random walk particles

The answer is the same for random walks and for Brownian motion. If you project a $3$-dimensional Brownian motion perpendicular to $x=y=z$, you get a $2$-dimensional Brownian motion. The projection o …
Douglas Zare's user avatar
3 votes

Nonmonotonicity of expected distance of a random walk

Here are two examples with bipartite graphs. Let the vertices be the integers. Take steps of $\pm(2n+1)$ with probability $2^{-n-2}$. This is bipartite and all vertices are connected to each vertex i …
Douglas Zare's user avatar
7 votes

Simple random walk on the 3-1 tree is recurrent

For any vertex $v$ which is not in the all-left ray, there is some generation $n$ so that all descendants of $v$ in the $n$th generation are in the right half. (If the fraction of vertices to the left …
Douglas Zare's user avatar
6 votes
Accepted

Random walk in a convex body or convex polytope

As $\delta \to 0$ you are approximating Brownian motion. The measure on the boundary of the first hitting location of a Brownian motion is called harmonic measure. If you fix a subset of the boundary …
Douglas Zare's user avatar
16 votes
Accepted

Longest of random worm-like paths in $\mathbb{Z}^2$

I'll expand a bit on my comment. There are $n^2$ $3 \times 3$ tiles. From each, there are two directions you can follow the path. As you move along the path in one direction, you hit a new tile, a pre …
Douglas Zare's user avatar
4 votes

Hitting time probability in a Random Walk with possibility to die.

First, let me elaborate on my comment. If $X$ occurs with probability $\rho$, then the expected waiting time before you first see a streak of length $\ell$ $X$s in a row in independent trials is expon …
Douglas Zare's user avatar
1 vote

Memory of Uniformly Random Dyck Paths

This is unfinished, but I'm not sure I will complete it and some of it may be useful. You can count the Dyck paths which pass through each point or set of points. The number of lattice paths from $(0 …
Douglas Zare's user avatar
3 votes
Accepted

Adaptive version of the Azuma–Hoeffding inequality

There is no such inequality even if we further restrict $c_k$ to be in $\{0,1\}$ and weaken the inequality to include a constant factor. (I think it is natural to add the condition that the $c_k$ valu …
Douglas Zare's user avatar