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Results tagged with pr.probability
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user 422944
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
3
votes
1
answer
199
views
Simple random walk with an extra condition
Consider a simple random walk $$\mathcal{X}_t= \sum_{n<t} X_n,$$ where $P(X_n=1)= P(X_n=-1)= 1/2.$
If I put an extra condition that excludes cases with more than 5 consecutive +1, or -1 in the sum:
Fo …
- 95
6
votes
1
answer
302
views
Random walk with decreasing steps
I have a random walk $$R(t)= \sum_{n<t} X_n,$$ with $X_n \sim U(-\tfrac{1}{n^\alpha}, \tfrac{1}{n^\alpha}),$ where $X_n$ are independant and $\alpha >0$.
I think that someone must have studied this be …
- 95