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Recurrence and Pólya Number of General One-Dimensional Random Walks
Authors:ZHANG Xiao-Kun  WAN Jing  LU Jing-Ju  XU Xin-Ping
Institution:School of Physical Science and Technology, Soochow University, Suzhou 215006, China
Abstract:The recurrence properties of random walks can be characterized by Pólya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random walk on a line, in which at each time step the walker can move to the left or right
with probabilities l and r, or remain at the same position with probability o (l+r+o=1). We calculate Pólya number P of this model and find a simple expression for P as, P=1-Δ, whereΔ is the absolute difference of l and r (Δ=|l-r|). We prove this rigorous expression by the method of creative telescoping, and our result suggests that the walk is recurrent if and only if the left-moving probability l equals to the right-moving probability r.
Keywords:random walk     return probability  Pölya number  
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