Is a Binomial Distribution the Correct Approach for a Random Walk Problem?

Click For Summary
SUMMARY

The discussion centers on the application of binomial distribution to a random walk problem involving a drunk person taking steps forward and backward with equal probabilities. The initial approach used binomial coefficients for calculating probabilities, specifically 10C2 for the first question and 20C6 for the second. However, it was clarified that a binomial random variable only accounts for outcomes of 0 and 1, while the random walk should consider -1 and 1. The correct method involves using a probability generating function to determine the probability of reaching a specific position, emphasizing the importance of hitting time problems in random walks.

PREREQUISITES
  • Understanding of binomial distribution and its properties
  • Familiarity with random walk theory
  • Knowledge of probability generating functions
  • Concept of hitting time in stochastic processes
NEXT STEPS
  • Study the properties of probability generating functions in random walks
  • Learn about hitting time problems in stochastic processes
  • Explore advanced applications of binomial distribution in random walks
  • Investigate the differences between binomial and multinomial distributions
USEFUL FOR

Mathematicians, statisticians, and students studying probability theory, particularly those interested in random walks and stochastic processes.

marina87
Messages
21
Reaction score
0
Random walk or binomial??

Statement:
A drunk person wonders aimlessly along a path by going forward 1 step and backward 1 step with equal probabilities of ½. After 10 steps,
a) what is the probability that he has moved 2 steps forward?
b) What is the probability that he will make it to his front door within 20 steps before he collapses with the door being 6 steps in front of him.

My approach was to use Binomial in both cases:
a)10C2 (0.5)^10
b)20C6 (0.5)^20

Is that correct? I have been reading about random walk and they sometimes give another equation.
(10+2)/2=6 and thn the result is like this 10C6.
The result is not the same and then I start to have my doubts.

Can some one please tell me if my approach using binomial distribution is right?
 
Physics news on Phys.org
Hey marina87.

I think you should retry your problem by defining a sum of random variables with P(X = 1) = P(X = -1) = 1/2.

A binomial random variable only includes 0 and 1 where as it should include -1 and 1.

You can then use a probability generating function to get the probability of having a final sum of +2.
 
Your method works fine, except I think part b) is answering the wrong question. If the drunk ever gets to +6, then he goes inside and stops walking. I think your answer to b) is the number of paths which end at +6. This neglects any paths which get to +6 at some time ##t<20##, but then end up somewhere else at ##t=20##.

If I understood the question right, this is a famous hitting time problem. I had to solve a related problem in a stats class, and I still have to think about it a while to do it right. Spoilers: click here and scroll down to "The Maximum Position."
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 6 ·
Replies
6
Views
4K
Replies
8
Views
5K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 8 ·
Replies
8
Views
2K
  • · Replies 11 ·
Replies
11
Views
4K
  • · Replies 3 ·
Replies
3
Views
858
  • · Replies 4 ·
Replies
4
Views
5K
  • · Replies 16 ·
Replies
16
Views
5K
  • · Replies 3 ·
Replies
3
Views
4K