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Irreducible Transient Markov chain with infinite state space returns to i

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Residual of the sum of i.i.d variables forms Markov chain

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224
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Expected time spent in a node between visits to another node in an asymmetric random walk on integers

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Hitting time of simple random walk

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#stochastic-processes #markov-chains #markov-process #random-walk
40
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Let $x\in\mathbb R^d$ such that $||x||_2=1$. How to prove that the expected absolute value of a random walk on $x$ is at least $1/\sqrt 2$?

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#stochastic-processes #random-variables #expected-value #random-walk #upper-lower-bounds
80
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Random walk following $N(\mu,\sigma^2)$

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#probability #probability-distributions #stochastic-processes #random-walk
242
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Markov Chain and Random Walks

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#probability #markov-chains #random-walk
63
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Markov chain where you can either hop right or stay

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#probability #random-walk
1.2k
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Probability that $n$ random walks (1D) intersect a single point

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#uniform-distribution #random-walk #normal-number
723
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Expected value and Variance of Xn in random walker

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#probability #expected-value #random-walk #variance
169
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Distribution of range of one dimensional simple random walking

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#probability-theory #analysis #stochastic-processes #random-walk
112
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First step analysis in the context of hitting times

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306
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A generalization of reflection

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#combinatorics #probability-theory #random-walk
50
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Random Walk Exceeding Some Threshold

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17
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Distribution of random walk changes

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#probability #random-walk #time-series

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