Mathematics – Probability
Scientific paper
2006-10-14
Prob. Th. Rel. Fields 145 (2009), 269-283
Mathematics
Probability
v3. 12 pages. Significantly shorter proofs and stronger results in section 6. Lemma 7.1 now proved assuming absolute third mom
Scientific paper
We give sharp, uniform estimates for the probability that a random walk of n
steps on the reals avoids a half-line [y,infinity) given that it ends at the
point x. The estimates hold for general continuous or lattice distributions
provided the 4th moment is finite.
No associations
LandOfFree
Sharp probability estimates for random walks with barriers does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Sharp probability estimates for random walks with barriers, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Sharp probability estimates for random walks with barriers will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-477060