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Random Walk Tutorial 2023

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13 views2 pages

Random Walk Tutorial 2023

Uploaded by

Ekta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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PH522 : Probability and Random walk

Tutorial - 1
Date February 14, 2023(Submit with in two weeks)

Questions

1. A number is chosen randomly between 0 and 9. What is the probability that exactly five of its
first 10 decimal places consists of digits less than five (no digit is repeating).

2. The probability W (n) that an event characterized by a probability p occurs times in N


trials was shown to be given by the binomial distribution W (n) = n!(NN−n)!
!
pn (1 − p)N −n .
Consider the case when p is very small, that is, p << 1 and n << N . The show the following

1) (1 − p)N −n ' e−N p use ln(1 − p) = −p

2) (NN−n)!
!
∼ Nn
n
3) The probability distribution reduces to W (n) = λn! e−λ (Poisson distribution).
PN
4) Show that Poisson distribution is normalized n=0 W (n) =1
+∞ 2
3. Evaluate the integral I = −∞ e−ax +bx dx
R

(a) by polar coordinates


(b) by Cartesian coordinates
(c) by relation to gamma function

4. Consider a random walk problem were p = q and let m = n1 −n2 denote the net displacement
to the right. After total N steps calculate the mean values (a) hmi (b) hm2 i (c)hm3 i (c)hm4 i.

5. Consider the random walk problem in one dimension the probability of the displacement be-
2 2
tween s and s + ds is w(s)ds = √ 1 e−(s−l) /2σ dσ
2πσ

(a) what is the mean displacement from the origin after N steps

(b) What is the dispersion (x − x̄)2

6. Two random walkers in one dimension starts together at the origin with unbiased simultaneous
steps. Find the probability that they meet after N steps. (Hint:work in the relative distance)
2N (2N )!
Ans: P = 21 (N !)2 .

1
7. Choosing appropriate form of W (s) show that for the one dimensional random walk of the
equal steps show that this leads to same result of probability distribution that we get in the
case of discrete counting.

8. A coin is tossed 700 times, find the probability of getting 300 heads.

9. Consider a gas of N0 molecules contained in a container of volume V0 . A sub-volume of this


container have N molecules and volume V . It is equally likely that a molecule is anywhere in
the container, thus probability of finding the molecule in the sub-volume is V /V0 (a) What is
the mean number of hN i of molecule in V in terms of N0 , V0 , and V . (b) Find the relative
dispersion of N in V .

10. In the problem of one dimensional random walk (discussed in the class) consider a case where
a reflecting barrier is introduced at displacement m = m1 , where m1 > 0. Then the
interposition of the reflecting barrier at m1 has the simply the effect that when ever the particle
arrives at m1 it has probability unity of retracting its step to when it takes next step. Find the
probability W (m, N ; m1 ) that the particle will arrive at m(m <= m1 ) after steps (Hint:
ref Rev. Mod . Phys. 15, 1(1943)).

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