Math Is Fun Forum

EMPhillips1989

Member

Registered: 2008-01-21

Posts: 40

simple random walks

a particle undergoes a simple random walk along the x axis with an absorbing barrier at x=0 and a reflecting barrier at x=4.
At times t=0,1,2,3.... the particle moves one unit to the right with probability p and on unit to the left with probability q=1-p
does anyone know what the transition matrix would look like????

bobbym

bumpkin

From: Bumpkinland

Registered: 2009-04-12

Posts: 109,606

Re: simple random walks

Hi EMPhillips;

If you mean that the reflective barrier bumps you back to 3 then this is the transition matrix.

This is how I would set that random walk up.

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