Tagged Questions

35 views

Reversing a random walk on a hypergraph

I'm looking for resources (books, papers, etc) that will suggest how to reverse random walks on an invariant directed hypergraph. If you're curious, more details are below. In my problem, I allow a ...
33 views

New stochastic calculus

I am interested in Kagi and Renko approach and hope I can use it for a random walk process. I searched for it on internet but I couldnt find any basic material to read about it. Can someone please ...
76 views

Number non self avoiding closed walks surrounding some point

While studying some Peierls-like arguments in statistical physics I thought about the following problem: We have some 2d-integer lattice like this, for simplicity infinite in all directions. Now fix ...
152 views

Reference Request, Random Walk [duplicate]

The expected distance from origin after a random walk of $N$ steps in a $d$ dimensional space, is close to ...
215 views

Proof: Mean and Variance of the squared distance of a random walk in n-dimensional space

consider a $x$ step random walk starting from origin in $n$-dimensional space where each step is taken into a random direction and has a distance of 1, i.e., each step is a vector on the ...
106 views

Introduction to Markov Random Fields

I'm looking for a gentle introduction to this topic. The material I've found so far is substantially related to physics, and requires some background in such field. Is there anything more general and ...
Mean distance from origin after $N$ equal steps of Random-Walk in a $d$-dimensional space.
I am looking for a formula that evaluates the mean distance from origin after $N$ equal steps of Random-Walk in a $d$-dimensional space. Such a formula was given by "Henry" to a question by "Diego" ...
We have a random walk of length $n$, starting at $0$ and ending at $-6\,\sqrt{n}$. Can we give any sort of high probability bound on the number of steps before we first reach the value \$-2\, ...