Search results with tag "An introduction to random walks"

AN INTRODUCTION TO RANDOM WALKS

negative steps in each direction [3]. Now we develop some important relationships between rst-returns and equal-izations. De nition 3.3. For a random walk on Z, de ne the event f 2n to be the event that the rst equalization occurs at time 2n. That is, f 2n occurs if S 2n = 0, and S 2k 6= 0 for all k= 1;:::;n 1. For notational convenience, we ...

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