Timeline for Probability to cross dynamic boundary for 1D-random walk?
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 7, 2021 at 7:40 | vote | accept | Jonathan | ||
| Mar 8, 2021 at 18:31 | answer | added | Iosif Pinelis | timeline score: 1 | |
| Mar 8, 2021 at 16:13 | comment | added | Iosif Pinelis | The answer would depend on what you mean, exactly, by "an analytical form". The problem is that you keep using expressions such as "compute the probability" and "an analytical form" whose meaning is unclear. | |
| Mar 8, 2021 at 9:40 | comment | added | Jonathan | I want an analytical form of the probability to be at a certain point (here above my boundary f(n) ). An expression giving to me the probability to be at a certain point for a given n. Here the key is, that I must take in account that before i shouldn't cross my boundary already (so i cannot take all path in count). According to this, I dont think I can use your method. If you know the answer please can you write it and explain. | |
| Mar 1, 2021 at 16:46 | comment | added | Iosif Pinelis | What do you mean by "compute the probability"? As I said, this probability can be obviously expressed as an $n$-fold sum, over the index set $\{0,1\}^n$. Specifically what (other) kind of expression do you want for this probability? | |
| Mar 1, 2021 at 12:51 | comment | added | Jonathan | I don't understand your comment. I think the question is clear: I would compute the probability to cross my boundary at a given n (ie to stop), but taking in account that before 'n', I had to do not cross my boundary already. | |
| Feb 26, 2021 at 18:42 | comment | added | Iosif Pinelis | What kind of answer do you want to your question "What is the probability ..."? An obvious answer is tautological: This probability is what it is. Another obvious expression for this probability is given by an $n$-fold sum. | |
| Feb 26, 2021 at 18:21 | review | First posts | |||
| Feb 26, 2021 at 19:11 | |||||
| Feb 26, 2021 at 18:20 | history | asked | Jonathan | CC BY-SA 4.0 |