Recurrence and Polya number of general one-dimensional random walks
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 and , or remain at the same position with probability (). We calculate P\'{o}lya number of this model and find a simple expression for as, , where is the absolute difference of and (). 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 equals to the right-moving probability .
Keywords
Cite
@article{arxiv.1010.2014,
title = {Recurrence and Polya number of general one-dimensional random walks},
author = {Xiao-Kun Zhang and Jing Wan and Jing-Ju Lu and Xin-Ping Xu},
journal= {arXiv preprint arXiv:1010.2014},
year = {2015}
}
Comments
3 page short paper