Modified Random Walk: Expected Duration and Recurrence Equation Analysis

  • Context:
  • Thread starter Thread starter Poirot1
  • Start date Start date
  • Tags Tags
    Random Random walk
Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
Sign up Log in
1 reply · 2K views
Poirot1
Messages
243
Reaction score
0

(1)Consider the expected duration of the modified random walk. Show that conditioning on the first step produces a recurrence equation of the following form.​
Ea = ˜pEa+1 + ˜qEa−1 + ˜c.
(2)Clearly identify the values of ˜p, ˜q and ˜c in terms of p, q and r.
Thanks
 

Discussion

Physics news on Phys.org
Poirot said:

(1)Consider the expected duration of the modified random walk. Show that conditioning on the first step produces a recurrence equation of the following form.​
Ea = ˜pEa+1 + ˜qEa−1 + ˜c.
(2)Clearly identify the values of ˜p, ˜q and ˜c in terms of p, q and r.
Thanks


Please post the entire question, in particular the definition of your modified random walk

CB