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Euler Walks

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... and uniformly integrable martingale. What is a martingale? ... Then the sequence X1, X2, X3,... is called a martingale. What is a conditional expected value ... – PowerPoint PPT presentation

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Title: Euler Walks


1
Euler Walks
  • Anatoly Patrick
  • Laboratory of Theoretical Physics
  • Joint Institute for Nuclear Research
  • Dubna

2
Passive Walks
  • Simple 2D Random Walk

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3
Active Walks
  • Euler Walk

4
  • Typical features
  • The domain of visited edges is not compact.
  • After T steps its size

Simple 2D Random Walk
5
  • Typical features
  • The domain of visited edges is compact.
  • After T steps its size

Euler Walk
6
  • Euler walk on a Cayley tree.

7
  • Let Tn, n 1,2,3,... be the time of the n-th
    return to the origin.
  • Then

is a positive and uniformly integrable
martingale.
8
  • What is a martingale?
  • Consider a sequence of random variables X1, X2,
    X3,.
  • Let, for all n, E Xn lt ?, and
  • E Xn1 Xn, Xn-1,, X1 Xn.
  • Then the sequence X1, X2, X3, is called a
    martingale.

9
  • What is a conditional expected value
  • E X Y ?
  • E X Y is a random variable.
  • In fact, it is some function f (Y ).
  • Namely, f (z) E X Y z.
  • For instance, if X can be expressed as
  • X G (U,Y ),
  • where U is another random variable independent
    of Y,
  • then f (z) E G (U,z ) .

10
  • Corollary 1.

where Y is a random variable with a proper
distribution, EY 2.
Corollary 2.
The End.
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