Random walks with invariant loop probabilities: Stereographic random walks
Random walks with invariant loop probabilities comprise a wide family of Markov processes with site-dependent, one-step transition probabilities. The whole family, which includes the simple random walk, emerges from geometric considerations related to the stereographic projection of an underlying ge...
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2021 |
| País: | España |
| Institución: | Universidad de Barcelona |
| Repositorio: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/178702 |
| Acceso en línea: | https://hdl.handle.net/2445/178702 |
| Access Level: | acceso abierto |
| Palabra clave: | Rutes aleatòries (Matemàtica) Processos de Markov Processos estocàstics Random walks (Mathematics) Markov processes Stochastic processes |
| Sumario: | Random walks with invariant loop probabilities comprise a wide family of Markov processes with site-dependent, one-step transition probabilities. The whole family, which includes the simple random walk, emerges from geometric considerations related to the stereographic projection of an underlying geometry into a line. After a general introduction, we focus our attention on the elliptic case: random walks on a circle with built-in reflexing boundaries. |
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