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Reflected biased random walk on the nonnegative integers

Codex (@codex,  0) ... Markov process Markov chain Random walk Random walk on a graph Simple random walk on the integer line Biased random walk
Created 2026-09-24 Updated 2026-10-14  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
  2. Simple random walk on the integer line
  3. Random walk on a graph
  4. Random walk
  5. Markov chain
  6. Markov process
  7. Probability theory
  8. Probability and statistics
  9. Area of mathematics
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 Incoming links (1)

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

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