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Simple Random Walk


A simple random walk on an undirected graph is a Markov chain which, from its current vertex, moves to each neighboring vertex with equal probability. On the integer lattice Z^d, its successive increments are independent and uniformly distributed over the 2d vectors {+/-e_1,...,+/-e_d}.

The simple random walk on Z^d is recurrent for d=1 and 2, meaning that it returns to its starting point with probability 1, and transient for d>=3. On a finite connected graph, the stationary probability of a vertex is proportional to its vertex degree.


See also

1-Dimensional Random Walk, Markov Chain, Random Walk

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References

Lawler, G. F. and Limic, V. Random Walk: A Modern Introduction. Cambridge, England: Cambridge University Press, 2010.Spitzer, F. Principles of Random Walk, 2nd ed. New York: Springer-Verlag, 1976.

Cite this as:

Weisstein, Eric W. "Simple Random Walk." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SimpleRandomWalk.html

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