# Properties of a Simple Random Walk with Boundaries

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This Demonstration shows several basic properties of random walks on a one-dimensional lattice of points . At each step, the probability of moving to the right or left is and , respectively; the walk ends when it reaches or . As a function of the starting position , we show the probability of the walk ending at the right boundary, and the average number of steps taken during the walk (regardless of which boundary it eventually hits).

Contributed by: Peter Falloon (March 2011)

Open content licensed under CC BY-NC-SA

## Snapshots

## Details

The formulas for these quantities can be found by solving second-order difference equations.

G. Grimmett and D. Stirzaker, *Probability and Random Processes, *3rd ed., Oxford: Oxford University Press, 2001.

## Permanent Citation

"Properties of a Simple Random Walk with Boundaries"

http://demonstrations.wolfram.com/PropertiesOfASimpleRandomWalkWithBoundaries/

Wolfram Demonstrations Project

Published: March 7 2011