A note on the simple random walk on : Probability of exiting sequences of sets

In this note we establish that the probability that the simple random walk on returns to its origin before leaving a strip of width L has asymptotically the same probability as the one for hitting the origin before exiting the centered box of the same size. We also generalize this theorem for fairly arbitrary sequences of increasing sets in .

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Year of publication:	2006
Authors:	Volkov, Stanislav
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 9, p. 891-897
Publisher:	Elsevier
Subject:	Simple random walk Hitting probabilities

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314028