Random Walk - ITTC - The Information and Telecommunication 随机行走-中国-信息与通信.pptVIP

Random Walks Presented By Cindy Xiaotong Lin Why Random Walks? A random walk (RW) is a useful model in understanding stochastic processes across a variety of scientific disciplines. Random walk theory supplies the basic probability theory behind BLAST ( the most widely used sequence alignment theory). What is a Random Walk? Definitions (cont.) If and RVs take values in , then is called d-dimensional lattice random walk. In the lattice walk case, if we only allow the jump from to where or , then the process is called d-dimensional sample random walk. Definitions (cont.) A random walk is defined as restricted walk if the walk is limited to the interval [a, b]. The endpoints a and b are called absorbing barriers if the random walk eventually stays there forever; or reflecting barriers if the walk reaches the endpoint and bounces back. Example: sequence alignment modeled as RW | | | ||| || ||| ggagactgtagacagctaatgctata gaacgccctagccacgagcccttatc Simple scoring schemes: at a position: +1, same nucleotides -1, different nucleotides Example (cont.): simple RW Example (cont.): General RW Consider arbitrary scoring scheme (e.g. substitution matrix) Primary Study of RW: 1-d simple RW Methods The Difference Equation Approach Classical The Moment-Generating Function Approach Ready to generate to more complicate walk Difference Equation Approach (M1) Assume: the probability that the simple random walk eventually finishes (absorbed) at b. Difference Equation obtained by comparing the situation just before and after the first step of the walk: (7.4) Initial Conditions: (7.5) M1 (cont.): solutions Solve Equ 7.4, using the theory of homogeneous difference equations when :