Random Walk on Free Group
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Yesterday I found a very interesting problem. It states:
Consider a free group with generators $a$ and $b$. A word comprises a product of symbols, where a symbol is one of $a$, $b$ or their respective inverses, $a^{-1}$ and $b^{-1}$. For example, here is a word with 7 element:
\[a,b,a,b^{-1},a,a^{-1},b\]Multiplying two words together corresponds to concatenation; for example, the product of $a,b,a,b^{-1},a,a^{-1},b$ is the word displayed above. We denote the empty word 1, this is the identity element for the group. A reduction operation $f$ removes sucessive instances of a symbol and its inverse from a word until no more remain, so $f(1a)=a$ and $f(bb^{-1})=1$. Applying $f$ to the word displayed above, we get
\[f(a,b,a,b^{-1},a,a^{-1},b)=a,b,a\]Consider the following randomised strategy for generating words. Starting from the empty word $X_0=1$, at each subsequent iteration $n\geq 1$ generate $X_n$ as follows:
Sample $\xi_n\sim\text{Unif}(a,a^{-1},b,b^{-1})$: we select a symbol from the alphabet $a,a^{-1},b,b^{-1}$, choosing each symbol with probability $1/4$. Set $X_n=f(X_{n-1},\xi_n)$: we multiplty $\xi_n$ on the right of $X_{n-1}$, which corresponds to concatenating $X_{n-1}$ and $\xi_n$, then perform any necessary reduction operations via $f$.
Consider the stochastic process $(X_n:n\geq1)$ defined above.
- Show that the probability that the empty word ever reoccurs is $1/3$. (Hint: The empty word can only reappear if a word is followed by its inverse, such as $a^{-1},b,a$ followed by $a^{-1},b^{-1},a$, then reduced)
- Let $g$ denote the function which counts the number of symbols in a word, where the empty word has length $0$. Thus $g(a,a,b)=3$, but $g(1)=0$. Let $Y_n:=g(X_n)$ be the length of word $X_n$.
- Calculate $\mathbb{E}[Y_n|Y_{n-1}]$
- Show that $\mathbb{E}[Y_n]=n/2$
- Let $h_y$ denote the probability that $(Y_n:n\geq 1)$ hits $0$ started from $Y_0=y$. We have a single boundary condition, that $h_0=1$. Calculate $h_y$ for $y>0$.
- Define the random variable $T:=\inf\left{n\geq 1:Y_n=56\right}$, the first time the process generates a reduced word of length 56. Derive an expression for $\mathbb{P}(X_T=a,a,a,\cdots,a,b,b,b,b)$, the probability that the word at iteration $T$ is symbol $a$ repeated 52 times followed by $b$ repeated 4 times.