Timeline for Expectation of first positive value in random walk
Current License: CC BY-SA 2.5
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 28, 2010 at 6:38 | history | edited | zhoraster | CC BY-SA 2.5 |
$>\to <$: in Spitzer's formula, $N=\inf\{n\ge 1:S_n\le 0\}$.
|
| Oct 27, 2010 at 19:59 | comment | added | Shai Covo | Note, however, that the above formula for $E(S_N)$ corresponds to $N=\inf\{n \geq 1: S_n \geq 0\}$, whereas in our case $N=\inf\{n \geq 1: S_n > 0\}$. | |
| Oct 27, 2010 at 19:10 | history | edited | user6096 | CC BY-SA 2.5 |
fixed error
|
| Oct 27, 2010 at 18:49 | comment | added | Shai Covo | The $1/n$ term should be moved inside the sum. | |
| Oct 27, 2010 at 15:13 | history | answered | user6096 | CC BY-SA 2.5 |