Mathematics (Nov 2023)

On the Height of One-Dimensional Random Walk

  • Mohamed Abdelkader

DOI
https://doi.org/10.3390/math11214513
Journal volume & issue
Vol. 11, no. 21
p. 4513

Abstract

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Consider the one-dimensional random walk Xn: as it evolves (at each unit of time), it either increases by one with probability p or resets to 0 with probability 1−p. In the present paper, we analyze the law of the height statistics Hn, corresponding to our model Xn. Also, we prove that the limiting distribution of the walk Xn is a shifted geometric distribution with parameter 1−p and find the closed forms of the mean and the variance of Xn using the probability-generating function.

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