# Tagged Questions

For questions on random walks, a mathematical formalization of a path that consists of a succession of random steps.

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### Autocorrelated, discrete, bounded and symmetric random walk with no edge attraction

I need to move over a discrete set of linearly organized.. let's say "Japan steps" $S=\{0,\dots,c\}, c \in \mathbb{N}^*$. My current position is given by $d \in S$. On each time step, I need to draw ...
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### Probability that after 10,000 steps (+-1) you'll end up at the origin. How to use Central Limit Theorem?

Starting at the origin and taking one step left or right with equal probability, what is the probability that you'll end up at 0 after 10,000 steps? I figured it'd be ...
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### Expected number of times Random Walk crosses 0 line.

Suppose we have a simple random walk: $$x_t = x_{t-1} + \epsilon_{t}$$ Where $$\epsilon_{t} = iid\ \mathcal{N} (0,1)$$ Assume that x starts at ...
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### Derive diffusion coefficient for heat equation from random walk simulation

I want to simulate the underlying stochastic process of diffusion on a microscopic level and compare the result with the solution of the heat equation. However, I'm not able to match the solution of ...
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### What is the measure for a Random Walk?

Let $F$ be a distribution on $\mathbb{Z}$. Let $(X_1,X_2,...)$ be an i.i.d. sequence of random variables with distribution $F$. Then $S_0=0, S_1=X_1, S_2=X_1+X_2,...$ is called the random walk with ...
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### Polya's random walk and gambler's ruin: interpretation in higher dimensions

I've read that Polya coined the term "Random Walk." He analyzed the 1-dimension example and proved that the chances of returning to any point on the line is ultimately 100%. This is how one can think ...
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### How to combine the four Theorems in order to prove the statement?

I have a question concerning a statement about Random Walks on $\mathbb{Z}$. Let $F$ be a distribution on $\mathbb{Z}$ which has mean $0$ and finite variance. Let $\left\{X_1,X_2,\ldots\right\}$ be an ...
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### How often does a one-dimensional lazy random walk end at the origin?

This seems like it's probably a solved problem, but I don't seem to be googling the right keywords. I want to know the probability that a lazy random walk on $\mathbb{Z}$ ends where it started. To be ...
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### Stopping times and expectation for the symmetric random walk

Let $X_n : \Omega \to \{ -1, 1 \}$ be a random variable with $P(X = -1) = P(X = 1) = 1/2$, like tossing a coin, and $M_n = \sum_{i=1}^n X_n$. Also let $\tau_m : \Omega \to \mathbb N \cup \{ \infty\}$ ...
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### Probability of hitting zero

Suppose time is discrete. $X_{t+1} = X_t + x_t$. $x_t$ is of continuous value, iid with mean zero and finite variance. Let initial condition $X_0>0$, how can I prove that the probability of $X_t$ ...
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### Distribution of the norm of a multivariate normal distributed random variable

As a part of a project, I would like to know what the distribution is of the absolute distance people traveled on a particular moment of the day (in comparison to their home). I think it would be best ...
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### visiting $n$ distinct sites in a random walk of $n$ steps on $\mathbb{Z}^2$

Consider the symmetric random walk on $\mathbb{Z}^2$. I am looking for references about the number of ways to visit $n$ distinct sites in $n$ steps where I don't count the origin, so visiting $n+1$ ...
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### number of loops of length $n$ without crossings in random walk on $\mathbb{Z}^2$

Consider the symmetric random walk on $\mathbb{Z}^2$, where you go in one of the four directions with probability 1/4. We start in 0. My question is whether there are results on counting how many ways ...
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### Graph theory and Combinatorics - how many walks?

The question is more combinatorial, but it is based on graph theory. How many walks with length $k$ does an $r$-regular graph with $n$ nodes contain? Well $r$-regular means that all nodes have $r$ ...
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### Dirac delta function with a sum as the argument

I'm reading "First steps in random walks" by Klafter and Sokolov, and I don't understand this step involving the Dirac delta function. They want to obtain the probability density of having a walker at ...
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### Simple random walk: What is the probability that the hitting time is exactly 2n?

I refer to the random walk $(S_n)_{n \geq 1}$ where $S_n = X_1 + \cdots + X_n$ and $X_i$ are i.i.d random variables taking values $\pm 1$ with equal probability. I want to know how to show that ...
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### Random symmetric walk. [duplicate]

So there's this assignment I'm doing. Let p=1/2. I already proved that for a random walk P(X_n=k) = (n over (n+k)/2) * 2^(-n) Now I need to prove that lim n->inf (n^(1/2))P(X_2n=2k)) = 1/pi. Given ...
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### Proof of the Ballot Theorem Random Walks

Ballot Theorem: For $b>0$ the number of paths (0,0) to (n,b) that do not revisit the x axis is $\frac{b}{n}\mathbb{P}_{0}(S_n=b)$. MY ATTEMPT Now the first step of this path is to the point ...
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### Discrete Time Two sided Gaussian Random Walk : Hitting Time Distribution

I am looking at the hitting time of a two sided Gaussian random walk i.e. $S_{n}=\sum_{i=1}^{n}X_{i}$ where $X_{i}$ are i.i.d normally distributed random variables. The hitting time is ...
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### Variance of a special random walk

I am trying to find the variance of the following special random walk: Suppose that $U=(U_1,U_2,...)$ is a sequence of independent random variables, each taking values $u$ (for up) and $d$ (for down) ...
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### Find the probability generating function $G(s)$ of this branching process.

Suppose that $X_n$ is size of the $n$th generation of a branching process started from a single individual, where each individual has a random number of children with probability mass function: ...
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### Escape probabilities in a random walk.

So, a lot of theory in symmetric random walks seems to concentrate on 'hitting/stopping times' and things like that. So I started wondering... How would I go about calculating the probability of ...
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### Can someone help explain a proof from Feller Vol1 III.5?

One will need a copy of Feller's text (3rd edition) to answer this question. The proof I'm having difficulty with is Theorem 1, pages 84-85. When he discusses the r=1 case, he says ... "To the ...
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### Consequence of random walk with positive speed on a graph

Consider a random walk $X(n)$ on a vertex-transitive graph where the random walk has positive speed, i.e., $$\lim\limits_{n \rightarrow \infty} \frac{d(X(n), X(0))}{n}= \alpha>0$$ almost surely. ...
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### A number-theoretic random walk on the integers

Suppose a random walker starts at $S_0 = 2$, and walks according to the following transition probabilities: If the walker is on the $n$th prime number $p_n$, she moves to either $p_n + 1$ or ...
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### Why do we use an exponential Martingale for the stopping time of a BIASED random walk?

The following is a passage from the lecture notes: Let a simple random move to the right with probability $p$ and to the left with probability $q = 1 − p$. We want the probability that it hits ...
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### Limit of random walk on $\mathbb{Z}$

$$\limsup_{n \to \infty} \frac{S_n}{\sqrt{n}}=+\infty, \quad\liminf_{n \to \infty} \frac{S_n}{\sqrt{n}}=-\infty \quad P\text{-a.s.}$$ Here $S_n$ is a random walk on $\mathbb{Z}$. I managed to show ...
Consider a random walk $\{0,1, ... , N\}$ with up probability $p$ and down probability of $p-1$ where $p \neq 1/2$. Suppose there are absorbing barriers at $0$ and $N$ and that the starting point, ...