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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

2 votes
0 answers
63 views

hitting probabilities of oriented random walk

Consider a random walk on $\mathbb{Z}^2$, starting at $(0,0)$. Each step it moves rightwards with probability $p$ and upwards with probability $q=1-p$. The random walk terminates when it hits the righ …
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5 votes
1 answer
185 views

Comparison of Rademacher processes

Suppose that $T$ is a bounded set in $\mathbb{R}^n$ and $f,g$ are two nonnegative functions such that $0\leq f(x)\leq g(x)$ for all $x\geq 0$. Let $\epsilon_1,\epsilon_2,\dots,$ be a Rademacher seque …
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