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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Bibliographic Details
Author: Montero Torralbo, Miquel
Format: article
Status:Published version
Publication Date:2021
Country:España
Institution:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repository:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/178702
Online Access:https://hdl.handle.net/2445/178702
Access Level:Open access
Keyword:Rutes aleatòries (Matemàtica)
Processos de Markov
Processos estocàstics
Random walks (Mathematics)
Markov processes
Stochastic processes
Description
Summary: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.