Tail probabilities of a random walk on an interval

被引：0
|
作者：
Kubicka, Ewa M. [1 ]
Kubicki, Grzegorz [1 ]
Kuchta, Malgorzata [2 ]
Morayne, Michal [2 ]
机构：
[1] Univ Louisville, Math, Louisville, KY 40292 USA
[2] Wroclaw Univ Sci & Technol, Comp Sci, Wroclaw, Poland
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2021年 / 50卷 / 09期
关键词：
Random walk; discrete interval; tail probabilities;
D O I：
10.1080/03610926.2019.1662044
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
If a random walk starts at the center of a symmetric discrete interval I = {-r, ... , -1, 0, 1, ... , r} and we condition on being in I until a given time t, then for any fixed s, 0 <= s <= r, the probability that at time t the random walk is in the tail (-r, ... , -s} boolean OR {s, ... , r} is non decreasing in t if we assume that either t is always even or t is always odd.
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页码：2161 / 2169
页数：9
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