Examples of Markov Chains - A Center-biased Random Walk

A Center-biased Random Walk

Consider a random walk on the number line where, at each step, the position (call it x) may change by +1 (to the right) or -1 (to the left) with probabilities:

(where c is a constant greater than 0)


For example if the constant, c, equals 1, the probabilities of a move to the left at positions x = -2,-1,0,1,2 are given by respectively. The random walk has a centering effect that weakens as c increases.

Since the probabilities depend only on the current position (value of x) and not on any prior positions, this biased random walk satisfies the definition of a Markov chain.

Read more about this topic:  Examples Of Markov Chains

Famous quotes containing the words random and/or walk:

    ... the random talk of people who have no chance of immortality and thus can speak their minds out has a setting, often, of lights, streets, houses, human beings, beautiful or grotesque, which will weave itself into the moment for ever.
    Virginia Woolf (1882–1941)

    ...I have a duty to speak the truth as I see it and to share not just my triumphs, not just the things that felt good, but the pain, the intense, often unmitigating pain. It is important to share how I know survival is survival and not just a walk through the rain.
    Audre Lorde (1934–1992)