# Random walk on a clock

In this exercise, we will explore and illustrate various key concepts with a simple example. Consider the a random walk on $$5$$ states: $$S = \{a,b,c,d,e\}$$, which we picture to be positioned on clock, in clockwise order. Consider the following random walk, where we start at $$X_0=a$$. We a roll a fair dice, and use it to decide to move clockwise to the state $$b$$, counterclockwise to the state $$e$$, or stay put, all with equal probability; similarly, at each state, we roll a fair independent dice, to determine whether to move forward, back, or stay put. We follow our position on this clock as $$X= (X_0, X_1, X_2, \ldots)$$.

We are interested in the following questions:

• For large values of $$n$$, what is the law of the single random variable $$X_n$$? Explore by coding.

• Does it make it difference, if we had started at any other point; that is, if $$X_0=b$$, then how does this effect the distribution of $$X_n$$, when $$n$$ is large? Explore by coding.
• What happens if we start $$X_0$$ at a point uniformly at random on $$S$$?

• Consider two independent random walks on the clock $$X$$ and $$Y$$, where $$X_0=a$$ and $$Y_0=b$$. Prove that if $$T = \inf\{n \geq 1: X_n=Y_n\}$$, then $$\mathbb{P}(T < \infty)=1$$. Hint: every $$5$$ steps, there is a probability that $$X$$ stays put, and $$Y$$ goes forward, in which case, they will meet.

• Consider the following coupling of $$X$$ and $$Y$$, run them independently until they meet, that is use independent dice to determine their movements, but after they meet, use the same dice, so that there movements are now synchronized: call the coupled random walk $$(X', Y')$$, and let $$T$$ be the first time they meet, and when forever after they are binded. Now show that for every $$s \in S$$, we have $$\lim_{n \to \infty}|\mathbb{P}(X_n' = s) - \mathbb{P}(Y_n'=s)| =0$$

### Endnotes

Version: 15 October 2023