Dec 31, 2016 · Probability of random walk reaching one threshold before another using recurrence relation Hot Network Questions How do we know that "venio" (to come) is cognate …

Feb 7, 2015 · Answer to the second question: For the pointwise estimate, we can rely on the law of iterated logarithm (LIL). ). Indeed,

Apr 16, 2017 · Random walk: Need intuition behind the expected distance from origin versus expected deviation of the fraction of left/right steps. 4 2d random walk: expected time to hit …

Consider a random walk on the integer number line $\mathbb Z$-axis, starting at position $0$. At each step, we move right with probability $ p $ and left with probability $ 1 - p $. What is the ...

Apr 26, 2015 · The gist of the transfer matrix approach is that we can list the "states" that a particular node in the cycle can have, figure out which state-to-state transitions are allowed …

Jul 1, 2019 · Also In Random Walk Limit Behavior is mentioned that $\liminf S_n=-\infty$ and $\limsup S_n=\infty$ a.s.

I have looked at many places but I have rarely found a full proof for the simple random walk case (I have found lots of document that state it for stochastic process / brownian motion, etc. ). So …

Apr 30, 2018 · $\begingroup$ A simple random walk means that the probability of going one step left is the same as the probability of going one step right, i.e. $\frac{1}{2}$. Your answer to the …

The Wiener process can be constructed as the scaling limit of a random walk, or other discrete-time stochastic processes with stationary independent increments. This is known as Donsker's …

Expected number of steps for reaching $10$ for the FIRST time in a random walk 0 What is the probability that a random walk starting at 0 will reach +2 in 2 steps, 3 step, 4 steps, etc.?