Sharp probability estimates for random walks with barriers

Kevin Ford

doi:10.1007/s00440-008-0168-4

Sharp probability estimates for random walks with barriers

Kevin Ford

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,∞) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided the fourth moment is finite.

Original language	English (US)
Pages (from-to)	269-283
Number of pages	15
Journal	Probability Theory and Related Fields
Volume	145
Issue number	1-2
DOIs	https://doi.org/10.1007/s00440-008-0168-4
State	Published - Sep 2009

Keywords

Ballot theorems
Barrier
Random walk

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

Online availability

10.1007/s00440-008-0168-4

Library availability

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title = "Sharp probability estimates for random walks with barriers",

abstract = "We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y,∞) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided the fourth moment is finite.",

keywords = "Ballot theorems, Barrier, Random walk",

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note = "Funding Information: The author was supported by NSF grants DMS-0301083 and DMS-0555367.",

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Sharp probability estimates for random walks with barriers

Abstract

Keywords

ASJC Scopus subject areas

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