Translator Disclaimer
2011 The First Hitting Time of a Single Point for Random Walks
Kohei Uchiyama
Author Affiliations +
Electron. J. Probab. 16: 1960-2000 (2011). DOI: 10.1214/EJP.v16-931

Abstract

This paper concerns the first hitting time $T_0$ of the origin for random walks on $d$-dimensional integer lattice with zero mean and a finite $2+\delta$ absolute moment ($\delta\geq0$). We derive detailed asymptotic estimates of the probabilities $\mathbb{P}_x(T_0=n)$ as $n\to\infty$ that are valid uniformly in $x$, the position at which the random walks start.

Citation

Download Citation

Kohei Uchiyama. "The First Hitting Time of a Single Point for Random Walks." Electron. J. Probab. 16 1960 - 2000, 2011. https://doi.org/10.1214/EJP.v16-931

Information

Accepted: 21 October 2011; Published: 2011
First available in Project Euclid: 1 June 2016

zbMATH: 1245.60050
MathSciNet: MR2851052
Digital Object Identifier: 10.1214/EJP.v16-931

Subjects:
Primary: 60G50
Secondary: 60J45

JOURNAL ARTICLE
41 PAGES


SHARE
Vol.16 • 2011
Back to Top