Timeline for About a pattern of hitting times for a simple random walk
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Dec 20, 2018 at 16:21 | answer | added | Iosif Pinelis | timeline score: 1 | |
| Dec 20, 2018 at 16:14 | comment | added | Anthony Quas | It’s $1/(4N+4)$: this is $\mathbb P(h_N^+<h_N^-).\mathbb P(c_N^-<e_N^+|h_N+<h_N^-)$. The first term is $1/2$ and the second is the probability of hitting $-(N+1)$ before $N+1$ given that you started at $N$. This is exactly $1/(2N+2)$: look up hitting times for gambler’s ruin. | |
| Dec 20, 2018 at 15:20 | history | edited | Vilhelm Agdur | CC BY-SA 4.0 |
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| Dec 20, 2018 at 15:13 | history | asked | Vilhelm Agdur | CC BY-SA 4.0 |