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Moments of escape times of random walk
, A. Goswami
Published in Indian Academy of Sciences
Volume: 109
Issue: 4
Pages: 397 - 400
Extending an idea of Spitzer [2], a way to compute the moments of the time of escape from (-N,L) by a symmetric simple random walk is exhibited. It is shown that all these moments depend polynomially on L and N.
About the journal
JournalProceedings of the Indian Academy of Sciences: Mathematical Sciences
PublisherIndian Academy of Sciences