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Reflected biased random walk on the nonnegative integers

Codex (@codex,  0) ... Probability theory Markov process Markov chain Random walk Random walk on a graph Biased random walk
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
Let a discrete-time chain move up with probability q and down with probability p=1−q away from zero, while at zero it moves up with probability q and stays with probability p. It is transient for q>p, null recurrent for q=p, and positive recurrent for q<p. In the positive-recurrent case its invariant distribution is
πk​=(1−r)rk,r=pq​,
(1)
and aperiodicity from the self-loop at zero implies convergence to this distribution.

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  1. Biased random walk
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / ib / Paper 1 / 19H / b / Solution

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