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Timeline for Random walk with decreasing steps

Current License: CC BY-SA 4.0

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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
Jan 4, 2022 at 15:42 history answered Iosif Pinelis CC BY-SA 4.0