Properties of a Simple Random Walk with Boundaries
Properties of a Simple Random Walk with Boundaries
This Demonstration shows several basic properties of random walks on a one-dimensional lattice of points . At each step, the probability of moving to the right or left is and , respectively; the walk ends when it reaches or . As a function of the starting position , we show the probability of the walk ending at the right boundary, and the average number of steps taken during the walk (regardless of which boundary it eventually hits).
k=0,1,…,n
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1-p
k=0
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