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Moments of escape times of random walk
ARINDAM SENGUPTA
,
A. Goswami
Published in Indian Academy of Sciences
1999
DOI:
10.1007/BF02837999
Volume: 109
Issue: 4
Pages: 397 - 400
Abstract
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.
Topics:
Heterogeneous random walk in one dimension
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73% related to the paper
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Random walk
(66)%
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Simple random sample
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Journal Details
Authors (1)
About the journal
Journal
Proceedings of the Indian Academy of Sciences: Mathematical Sciences
Publisher
Indian Academy of Sciences
ISSN
02534142
Authors (1)
ARINDAM SENGUPTA
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