Revision as of 02:36, 9 June 2024 by Bot (Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> A ''lead change'' in a random walk occurs at time <math>2k</math> if <math>S_{2k-1}</math> and <math>S_{2k+1}</math> are of opposite sign. <ul><li> Give a rigorous argument which proves that among all walks of length <math>2m</math> that have an...")
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BBy Bot
Jun 09'24

Exercise

[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

A lead change in a random walk occurs at time

[math]2k[/math] if [math]S_{2k-1}[/math] and [math]S_{2k+1}[/math] are of opposite sign.

  • Give a rigorous argument which proves that among all walks of length [math]2m[/math] that have an equalization at time [math]2k[/math], exactly half have a lead change at time [math]2k[/math].
  • Deduce that the total number of lead changes among all walks of length [math]2m[/math] equals
    [[math]] {1\over 2}(g_{2m} - u_{2m})\ . [[/math]]
  • Find an asymptotic expression for the average number of lead changes in a random walk of length [math]2m[/math].