Timeline for Random walk with decreasing steps
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Jan 4, 2022 at 16:49 | comment | added | Iosif Pinelis | @Sia-TeX : The bound on the moment generating function kind of automatically takes care of moments of all orders, and does that in a convenient manner. | |
Jan 4, 2022 at 16:44 | comment | added | Sia-TeX | Thank you. This inequality is effective if $x \gg \sqrt{B_{a, t}}$. So basically we expect this process to end up between $[-\sqrt{B_{a, t}}, \sqrt{B_{a, t}}]$ most of the time. My mistake was that I erroneously thought the higher moments will be bonded. I will fix that above. | |
Jan 4, 2022 at 16:37 | vote | accept | Sia-TeX | ||
Jan 4, 2022 at 16:36 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 88 characters in body
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Jan 4, 2022 at 15:42 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |