Timeline for Bounding a stochastic process in terms of time to return to 0
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 25, 2011 at 17:22 | comment | added | Ori Gurel-Gurevich | If the expectation of $\tau$ could be infinite, then the statement you're trying to prove is false. For example, take a simple random walk on the integers. | |
| Sep 25, 2011 at 16:34 | comment | added | Elena Yudovina | No, it doesn't. Also, I forgot the assumption that the $T_i$ are bounded by independent copies of $\tau$ (without some sort of independence, the answer is obviously no) | |
| Sep 25, 2011 at 16:06 | comment | added | Ori Gurel-Gurevich | Does $\tau$ have finite expectation? | |
| Sep 25, 2011 at 15:04 | history | asked | Elena Yudovina | CC BY-SA 3.0 |