All about flooble | fun stuff | Get a free chatterbox | Free JavaScript | Avatars    
perplexus dot info

Home > Probability
A biased random walk (Posted on 2016-12-01) Difficulty: 3 of 5
Consider a random walk on the number line where, at each step, the position (call it x) may change by +1 (to the right) or −1 (to the left) with probabilities:
p(go right)= 1/2+1/2*(x/(1+abs(x)) for abs(x)below 8
p(go right)=0 for x=8
p(go right)=1 for x= -8
p(go left)= 1- p(go right)

If 10000 steps of a walk are taken into account: :
a. What is the distribution of distances x appearing in the chain 01212343234543 … etc ... :
b: Explain why the said distribution is in the long run independent of the initial state.

No Solution Yet Submitted by Ady TZIDON    
No Rating

Comments: ( You must be logged in to post comments.)
  Subject Author Date
Some Thoughtscomputer explorationCharlie2016-12-01 09:21:44
Please log in:
Login:
Password:
Remember me:
Sign up! | Forgot password


Search:
Search body:
Forums (0)
Newest Problems
Random Problem
FAQ | About This Site
Site Statistics
New Comments (1)
Unsolved Problems
Top Rated Problems
This month's top
Most Commented On

Chatterbox:
Copyright © 2002 - 2017 by Animus Pactum Consulting. All rights reserved. Privacy Information