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Results tagged with random-walks
Search options questions only
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user 35160
3
votes
0
answers
328
views
Random walk on $\mathbb{R}$ with "sticky" origin
Let $P_i$, $N_i$, and $Z_i$, $i\in\mathbb{N}$ be r.v.'s with the $P_i$, $N_i$, and $Z_i$ being identically distributed with known pdf's $f_P$, $f_N$, and $f_Z$, respectively; and with no dependence be …
- 313
18
votes
2
answers
1k
views
Random Walk on $\mathbb{R}$ with Uniformly Distributed Steps and "Reflective" Boundary at Or...
A particle lies on the real number line at the origin. For each step taken, the particle moves from its current position a distance (and direction) chosen equi-probably from range $[-1,r]$. However, i …
- 313