A two-parameter random walk with approximate exponential probability distribution
Abstract
We study a non-Markovian random walk in dimension 1. It depends on two parameters epsr and epsl, the probabilities to go straight on when walking to the right, respectively to the left. The position x of the walk after n steps and the number of reversals of direction k are used to estimate epsr and epsl. We calculate the joint probability distribution pn(x,k) in closed form and show that, approximately, it belongs to the exponential family.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.