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1D Random Walk Probability Analysis

The document outlines a homework assignment related to 1D random walks, detailing the probability formula for a walker's position after n steps. It includes questions on proving bounds for k, calculating average distance and standard deviation, and determining the probability of the walker exceeding the average distance by a certain number of steps. Additionally, it asks for explicit calculations for a symmetric walker and the maximum distance wandered 95% of the time.

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Bibhor Majumder
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2 views1 page

1D Random Walk Probability Analysis

The document outlines a homework assignment related to 1D random walks, detailing the probability formula for a walker's position after n steps. It includes questions on proving bounds for k, calculating average distance and standard deviation, and determining the probability of the walker exceeding the average distance by a certain number of steps. Additionally, it asks for explicit calculations for a symmetric walker and the maximum distance wandered 95% of the time.

Uploaded by

Bibhor Majumder
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Homework 2

We showed in class that that for a 1D random walk, the probability that the walker is at a distance k after n steps is
n! nr nl
p(k) = p q
nr !nl !
where n = nr + nl and k = nr − nl , nr is the number of right steps and nl is the number of left steps. p + q = 1 and p is the
probability of a single right step and q is the probability of a single left step.
Pn
Q.1 Show that −n ≤ k ≤ n. Then show that k=−n p(k) = 1.
Pn
Q.2 Find the average distance traveled < k >= k=−n p(k) k.
Similarly find the (square of the) standard deviation < k 2 > − < k >2 .

Q.3 Let us ask the question “What is the probability that the walker takes a maximum of m steps to the right or left more than
< k > which is the average distance traveled?”
k=<k>+m
X
π(m) = p(k)
k=<k>−m

Q.4 For a symmetric walker p = q = 0.5 find π(m) explicitly. What is the furthest from the average distance traveled (left or
right does not matter) does the walker wander 95% of the time?

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