Markov chain-random walk on a circle


Markov chain-Random walk on a circle

a) A particle moves on 3 points situated on a circle. At each step it is equally likely to move one step clockwise or one step counterclockwise. Use a conditioning argument to determine the mean number of steps for the particle to return to its starting position.

b) Now consider a particle moving on N points situated on a circle, with equal probability at each step of moving clockwise. use a Markov-chain argument to determine the mean number of steps for the particle to return to its starting position.

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Basic Statistics: Markov chain-random walk on a circle
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