Simple random walk with absorbing boundary

Discussion in 'CT4' started by forza_bologna, Aug 13, 2015.

  1. forza_bologna

    forza_bologna Keen member

    Hello,


    I have a question related to chapter 3.

    There is a simple random walk on {0, 1, 2, ..., b}
    The boundary conditions are:

    P[\(X_{n+1}\) = 0 / \(X_{n}\) = 0] = \(\alpha\)

    P[\(X_{n+1}\) = 1 / \(X_{n}\) = 0] = 1 - \(\alpha\)

    The core reading states that all states are aperiodic unless \(\alpha\) is 1.

    If \(\alpha\) is 1, then the 0 boundary is absorbing.
    Then this is aperiodic or periodic?

    I do not understand how it can be periodic.

    Thank you.
     
  2. Hemant Rupani

    Hemant Rupani Senior Member

    Then the state 0 will not be periodic.
    as the core reading says, "all states are aperiodic unless both \(\alpha\) and \(\beta \) are either 0 or 1, ie unless \(\alpha\) = 0 or 1 and \(\beta \) = 0 or 1."
    ---That means not all states are aperiodic when both \(\alpha\) and \(\beta \) are either 0 or 1. there may be few aperiodic states.
     
    Deepesh likes this.

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