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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Veröffentlicht in: | Entropy (Basel, Switzerland) Switzerland), 2021-06, Vol.23 (6), p.729 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | 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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ISSN: | 1099-4300 1099-4300 |
DOI: | 10.3390/e23060729 |