Re: random walk in 2d

2001-05-13 Thread David C. Ullrich
On 12 May 2001 22:07:07 GMT, [EMAIL PROTECTED] (Francis Dermot Sweeney) wrote: I had got to a similar stage, and had tried showing the integral vanishes by complex analysis methods. I had thought that since ln r is harmonic, the value of the integral around the curve gives teh value at the

Re: random walk in 2d

2001-05-12 Thread David C. Ullrich
On 11 May 2001 19:17:40 GMT, [EMAIL PROTECTED] (Francis Dermot Sweeney) wrote: Here is a problem that is quite tricky. Starting at a radius R_o, a hop is made of length from the current point to the origin (R_o), in a random, uniform direction, on a 2d plane. This take us to a new point, with

Re: random walk in 2d

2001-05-12 Thread Francis Dermot Sweeney
I had got to a similar stage, and had tried showing the integral vanishes by complex analysis methods. I had thought that since ln r is harmonic, the value of the integral around the curve gives teh value at the center (*2pi), but the problem is that the origin is a point on the curve where

2d random walk

2001-05-11 Thread Francis Dermot Sweeney
Here is a problem that is quite tricky. Starting at a radius R_o, a hop is made of length from the current point to the origin (R_o), in a random, uniform direction, in 2d. This take us to a new point, with distance to the origin R_1. The next hop is then of length R_1, in a random uniform

random walk in 2d

2001-05-11 Thread Francis Dermot Sweeney
Here is a problem that is quite tricky. Starting at a radius R_o, a hop is made of length from the current point to the origin (R_o), in a random, uniform direction, on a 2d plane. This take us to a new point, with distance to the origin R_1. The next hop is then of length R_1, in a random

Random Walk

2000-10-09 Thread Vincent Granville
In a random walk with state space = Z and transition probabilities P(k -- k+1)=p, P(k -- k)=r, P( k -- k-1)=q with p+q+r=1, the expected number of steps before moving up is either finite or infinite depending on p, q, r. This means (applied to the stock market) that it is possible for a stock