Recurrence and Pólya number of general one-dimensional random walks

DOI10.1088/0253-6102/56/2/17MaRDI QIDQ2913343zbMATH OpenOpenAlexFDO

Authors Xiao-Kun Zhang, Jing Wan, Jing-Ju Lu, Xin-Ping Xu

Publication date 26 September 2012

Published in Communications in Theoretical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.2014

zbMATH Keywords

random walkreturn probabilityPólya number

Mathematics Subject Classification ID

Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: The recurrence properties of random walks can be characterized by P'{o}lya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random walk on a line, in which at each time step the walker can move to the left or right with probabilities $l$ and $r$, or remain at the same position with probability $o$ ($l+r+o=1$). We calculate P'{o}lya number $P$ of this model and find a simple expression for $P$ as, $P=1-Delta$, where $Delta$ is the absolute difference of $l$ and $r$ ($Delta=|l-r|$). We prove this rigorous expression by the method of creative telescoping, and our result suggests that the walk is recurrent if and only if the left-moving probability $l$ equals to the right-moving probability $r$.

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• Recurrence of Simple Random Walk in the Plane
• Recurrence of random walks with long-range steps generated by fractional Laplacian matrices on regular networks and simple cubic lattices
• Random walk polynomials and random walk measures
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