← Complete problem index

PROJECT EULER · #0978

Random Walk Skewness

Statement only · UnsolvedOriginal problem ↗

In this problem we consider a random walk on the integers Z, in which our position at time t is denoted as Xt.

At time 0 we start at position 0. That is, X0=0.
At time 1 we jump to position 1. That is, X1=1.
Thereafter, at time t=2,3, we make a jump of size |Xt2| in either the positive or negative direction, with probability 1/2 each way. If Xt2=0 we stay put at time t.

At t=5 we find our position X5 has the following distribution: X5={1with probability 3/81with probability 3/83with probability 1/85with probability 1/8 The standard deviation σ of a random variable X with mean μ is defined as σ=E[X2]μ2 Furthermore the skewness of X is defined as Skew(X)=E[(Xμσ)3] For X5, which has mean 1 and standard deviation 2, we find Skew(X5)=0.75. You are also given Skew(X10)2.50997097.

Find Skew(X50). Give your answer rounded to eight digits after the decimal point.

Write-up coming later

The complete problem is available here. An approach, code, and answer will be added later.