Random Walks as Markov Chains
View/ Open
Date
2018Author
Mayunzu, Henry Kimiywi
Type
ThesisLanguage
enMetadata
Show full item recordAbstract
The dissertation applies the Markov chain theory to four types of random walks
namely; simple random walk, random walk with reflecting barriers, random walks
with absorbing barriers and cyclic random walks. Various methods of determining the
nth power are employed where all methods yield the same results. The Computation
of 2×2 transition probabilities provides results which are easily generalized. However,
using the direct method of multiplication, it is difficult come up with a generalized
pattern. The 3×3 transition probability matrices onwards give complex patterns
which are not easy to generalize especially in the case of the cyclic random walks. The
method of multiplication gives a visible pattern similar to that of the Pascal triangle,
but the generalization of the nth term is difficult
Citation
Master Project in MathematicsPublisher
School of Mathematics, University of Nairobi
Subject
Markov chain theoryDescription
Master Project theory
Rights
Attribution-NonCommercial-NoDerivs 3.0 United StatesUsage Rights
http://creativecommons.org/licenses/by-nc-nd/3.0/us/Collections
The following license files are associated with this item: