Simulating a Random Walk with Constant Error

  • Authors:
  • Joshua N. Cooper;Joel Spencer

  • Affiliations:
  • Department of Mathematics, Courant Institute of Mathematics, New York University, 251 Mercer St, New York, NY 10012-1185 (e-mail: cooper@cims.nyu.edu, spencer@cims.nyu.edu);Department of Mathematics, Courant Institute of Mathematics, New York University, 251 Mercer St, New York, NY 10012-1185 (e-mail: cooper@cims.nyu.edu, spencer@cims.nyu.edu)

  • Venue:
  • Combinatorics, Probability and Computing
  • Year:
  • 2006

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Abstract

We analyse Jim Propp's $P$-machine, a simple deterministic process that simulates a random walk on ${\mathbb Z}^d$ to within a constant. The proof of the error bound relies on several estimates in the theory of simple random walks and some careful summing. We mention three intriguing conjectures concerning sign-changes and unimodality of functions in the linear span of $\{p(\cdot,{\bf x}) : {\bf x} \in {\mathbb Z}^d\}$, where $p(n,{\bf x})$ is the probability that a walk beginning from the origin arrives at ${\bf x}$ at time $n$.