Mean return time for a random walk on cube corners
Question
An ant sits on a corner of a cube. At each step it walks along one of the three edges at its current corner, choosing each with probability . Starting from its initial corner, what is the expected number of steps until it is back at that corner for the first time?
Short answer
. The walk is a random walk on a regular graph with 8 vertices, so its stationary distribution is uniform, per corner. For an irreducible Markov chain the mean return time to a state is the reciprocal of its stationary probability, i.e. . (A distance-from-start chain gives the same.)
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- Conditional Expectation and Variance Revisited
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
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