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AN INTRODUCTION TO RANDOM WALKS

AN INTRODUCTION TO RANDOM WALKSDEREK this paper, we investigate simple RANDOM WALKS inn-dimensionalEuclidean Space. We begin by defining simple RANDOM walk ; we give particularattention to the symmetric RANDOM walk on thed-dimensional integer latticeZd. We proceed to consider returns to the origin, recurrence, the level-crossingphenomenon, and the Gambler s Introduction12. Simple RANDOM walk onZd23. Returns to the Origin24. Number of Equalizations onZd85. The Level-Crossing Phenomenon86. Gambler s , a RANDOM walk is a path that is created by some stochastic a simple example, consider a person standing on the integer line who flips a coinand moves one unit to the right if it lands on heads, and one unit to the left if itlands on tails.

negative steps in each direction [3]. Now we develop some important relationships between rst-returns and equal-izations. De nition 3.3. For a random walk on Z, de ne the event f 2n to be the event that the rst equalization occurs at time 2n. That is, f 2n occurs if S 2n = 0, and S 2k 6= 0 for all k= 1;:::;n 1. For notational convenience, we ...

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