MathRevenge

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Bound from above and from below the probability that a 1-D centered random walk remains at each step inside a square root boundary

Apr 28

2

A maximal inequality

May 10

1

Probability that a 1-D zero mean random walk remains at each step inside a square root boundary

Dec 9, 2023

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Breiman's first exit times from a square root boundary generalization

Sep 7

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Inequalities on the distribution of the maximum of the normalized sum $\max_{k = 1,\dots,n} \frac{|S_k|}{\sqrt{k}}$

May 17

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