Timeline for Probability to cross dynamic boundary for 1D-random walk?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 7, 2021 at 7:40 | vote | accept | Jonathan | ||
| Apr 6, 2021 at 13:20 | comment | added | Iosif Pinelis | @Jonathan : It is unclear from your comment what your walk now is or what your algorithm is. Anyhow, it is better to post additional questions in separate posts. | |
| Apr 6, 2021 at 8:45 | comment | added | Jonathan | Hello @Iosif Pinelis I made your alogrithm which work very nice. Then I was wondering, what happen if my random walk is bounded from both positive part and negative part. (an envelop where x must respect: -f(n)<x<f(n), so it mean now that S_(n-1)=x+1 or x-1). I implement this condition in your p_(n,x) expression and extend the sum in (1). But i found some negatif probabilities... An other point, I had the idea to show that the final probability (the sum of PT[n]) should be finite. I tried a convergence criterion but it seems not trivial. Do you have any ideas ? Thanks | |
| Mar 15, 2021 at 19:43 | comment | added | Jonathan | Thank you very much for your complete answer. I think I got it; I will try to do it again on my side. | |
| Mar 8, 2021 at 20:53 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Mar 8, 2021 at 20:48 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Mar 8, 2021 at 20:04 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
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| Mar 8, 2021 at 18:31 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |