View Single Post
  #7  
Old 11-20-2007, 11:57 AM
sixhigh sixhigh is offline
Senior Member
 
Join Date: Oct 2005
Location: Highway 61
Posts: 1,778
Default Re: A Few Random Walk Questions

This is quite easy. Decreasing a value by 10% isn't the inverse of increasing it by 10%.

For example if you increase 100 by 10% you get 110, if you decrease 110 by 10% you get 99.

The inverse to an increase by 10% is decreasing by 1/11. I.e. to increase x by 10% you multiply it by 1.1, the inverse is multiplying by (1.1)^-1.

If you take those values you will get a random walk that will reach every point [..., 0.68, 0.75, 0.83, 0.91, 1, 1.1, 1.21, 1.33, ...] infinitely often.

You might want to google 'geometric random walk' for some more infos.
Reply With Quote