Random Walks with Invariant Loop Probabilities: Stereographic Random Walks

Entropy (Basel). 2021 Jun 8;23(6):729. doi: 10.3390/e23060729.

Abstract

Random walks with invariant loop probabilities comprise a wide family of Markov processes with site-dependent, one-step transition probabilities. The whole family, which includes the simple random walk, emerges from geometric considerations related to the stereographic projection of an underlying geometry into a line. After a general introduction, we focus our attention on the elliptic case: random walks on a circle with built-in reflexing boundaries.

Keywords: elliptic geometry; heterogeneous medium; hyperbolic geometry; random walk; survival analysis.