Maximum final component of a simple symmetric multidimensional random walk?

In summary, the speaker is developing a probabilistic model for their mistakes in solving math problems and implementing algorithms. They are seeking help in determining the probability that the maximum component of a simple symmetric random walk on \mathbb{Z}^d is greater than k. They have provided a formal definition of the random walk and their notation is based on resources found online.
  • #1
Saketh
261
2
I am developing a simple probabilistic model of my own mistakes in (1) solving math problems and (2) implementing algorithms on a computer. I have reduced the problem to one which seems simple enough, but which I have been unable to solve, due to my mathematical inexperience. I figured I would ask for help!

Q: What is the probability that the maximum component at the end of a simple symmetric random walk of length [itex]n[/itex] on [itex]\mathbb{Z}^d[/itex] is greater than [itex]k[/itex]?

More formally, I am looking for
[tex]\mathbb{P}(\operatorname{max}\{S_r \cdot \hat{\textbf{e}}_i \,:\, r \in \{1, \dots, n\}, \,i \in \{1, \dots, d\}\} > k)[/tex] where the formalization of the random walk [itex]S_n[/itex] and the standard basis [itex]\hat{\textbf{e}}_1, \dots, \hat{\textbf{e}}_m[/itex] is, to the best of my ability, following the notation from these two resources which I found:
 
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  • #2
In other words, I want to know the probability that the maximum component of a symmetric random walk on \mathbb{Z}^d is greater than k at step n. Any help would be greatly appreciated.
 

1. What is a simple symmetric multidimensional random walk?

A simple symmetric multidimensional random walk is a mathematical model used to describe the behavior of a particle moving in a random manner in a multi-dimensional space. The particle's position at each step is determined by a random direction and distance.

2. What does "maximum final component" mean in this context?

In a simple symmetric multidimensional random walk, the maximum final component refers to the furthest distance in a specific direction that the particle has moved from its starting point after a certain number of steps. This can be in any direction, depending on the random movements of the particle.

3. How is the maximum final component calculated for a random walk?

The maximum final component in a simple symmetric multidimensional random walk can be calculated by finding the maximum distance in each direction (x, y, z, etc.) that the particle has moved after a certain number of steps, and then taking the square root of the sum of the squares of these distances.

4. Why is the maximum final component important in a random walk?

The maximum final component in a simple symmetric multidimensional random walk is an important measure because it gives an indication of the furthest distance that the particle can potentially travel in a specific direction. This can be useful in predicting the behavior of the particle over a larger number of steps.

5. How is the maximum final component related to other measures of a random walk, such as the mean squared displacement?

The maximum final component and the mean squared displacement are both measures of the distance that a particle has moved in a random walk. However, the maximum final component specifically looks at the furthest distance in a specific direction, while the mean squared displacement takes into account the overall distance traveled in all directions. Therefore, these measures are related but provide different insights into the behavior of the random walk.

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