Can someone retrace this easy random walk calculation?

In summary, the conversation discusses two questions related to an equation involving a random walk and the position of a particle after a certain number of steps. The first question is about the presence of a minus sign in the equation, while the second question is about the meaning of x((n-1)-1) in the last line. The conversation also includes a note from one person who found the answer to the first question in a book and shares their interpretation of the equation. Ultimately, the conversation concludes with a clarification and understanding of the equation.
  • #1
SansaStark
15
0
Okay, it's not easy for me but probably for you ;)

Hello first of all!

I have two questions:
1. Why is there a minus before the expression in the red circle?
2. How did the x((n-1)-1) in the last line come to be?
More precise: I understand the first parts. It's the random walk and x signifies the position of a particle after n steps. Then (n-1) ist the position of teh particle having moved to either the left or right side (this is 1-dimensional) and the δ is the distance the particle has travelled. But why is there a minus in the third line before the second 1/N? I mean how do I imagine that visually? I kind of have a notion but I can't really grasp it. And then in the last line why is the [x(n-1)] the same as [x((n-1)-1)]? Huh? oO

Okay, here is the equation:

upload_2016-1-15_18-37-49.png


Thanks a lot already!

Vera
 
Mathematics news on Phys.org
  • #2
Okay I've looked up the answer to the first question in a book and there it says plus before the term encircled. So maybe it's not minus? Or might be that both are right? Ummm... anyone in the mood for some random walk? ;)
 
  • #3
Ahh... now I get the second question also! HAHA...

So if anyone should care:

In the second equation the author simply plugged in a 1 for the δ meaning that the particles (or the particle) are at zero after 1 step (actually have averaged out each other)! I reckon...

Would be cool if some math guru would leave a comment o my math monologue ;)
 
  • #4
The way I interpret what they do:
SansaStark said:
1. Why is there a minus before the expression in the red circle?
Don't think it matters, as on average ##\displaystyle \sum_{i=1}^n \pm \delta = 0##
SansaStark said:
2. How did the x((n-1)-1) in the last line come to be?
In the last line, they get ##\displaystyle \langle x(n) \rangle=\frac{1}{N}\sum_{i=1}^n x_i(n-1)##, but that is equal to ##\langle x(n-1) \rangle## (see the first formula). And then they repeat the same process down to ##\langle x(0) \rangle=0##.
 
  • #5
Okay, I guess I got number one where the minus is simply based on the knowledge of +/- δ being zero thus having no further meaning.

And to the second problem: So does x(0) actually mean n is equal to the value which is substracted from n?
And does (n-1)-1 simply mean n-2?

Thanks!
 
  • #6
SansaStark said:
Okay, I guess I got number one where the minus is simply based on the knowledge of +/- δ being zero thus having no further meaning.

And to the second problem: So does x(0) actually mean n is equal to the value which is substracted from n?
And does (n-1)-1 simply mean n-2?

Thanks!
I think the ##x(0)## should have been ##\langle x(0) \rangle##.
And yes, ##(n-1)-1=n-2##. They wrote it that way to emphasize that they are repeating the previous step.
In the last line, they first get ##\langle x(n) \rangle=\langle x(n-1) \rangle##. As this hold for any ##n##, it can be applied to ##n-1##, yielding ##\langle x(n-1) \rangle=\langle x((n-1)-1) \rangle=\langle x(n-2) \rangle## and so on ...
 
  • #7
Oh I guess I have it now. Thanks lot!
 
  • #8
Probably <x(0)> = x(0) = 0 is also true. The ensemble average on nothing (empty sum) results in nothing.
 
  • Like
Likes SansaStark

1. How do I calculate a random walk?

To calculate a random walk, you will need to determine the starting point, the number of steps, and the probability of moving in a particular direction at each step. From there, you can use mathematical formulas or simulation techniques to calculate the final position.

2. What is the purpose of a random walk calculation?

A random walk calculation is often used in scientific research and financial analysis to model random processes and predict future outcomes. It can also be used to test statistical hypotheses and simulate real-life scenarios.

3. Can I retrace a random walk calculation?

Yes, it is possible to retrace a random walk calculation by using the same starting point, number of steps, and probability values. However, the exact path of the random walk may vary due to its random nature.

4. How accurate are random walk calculations?

The accuracy of a random walk calculation depends on the accuracy of the input parameters and the randomness of the process being modeled. In some cases, a larger number of steps or simulations can improve the accuracy of the calculation.

5. Are there any limitations to using random walk calculations?

Random walk calculations are based on simplifying assumptions and may not accurately reflect real-life scenarios. Additionally, the results of a random walk calculation may be affected by outliers or extreme values in the data. It is important to carefully consider the limitations and assumptions of this technique when using it in scientific research or financial analysis.

Similar threads

  • Precalculus Mathematics Homework Help
Replies
29
Views
1K
  • General Math
Replies
3
Views
1K
Replies
12
Views
735
  • Advanced Physics Homework Help
Replies
18
Views
2K
  • Precalculus Mathematics Homework Help
Replies
9
Views
2K
Replies
66
Views
4K
  • Programming and Computer Science
Replies
11
Views
1K
Back
Top