| Título: | The First Hitting Time of a Single Point for Random Walks |
| Autores: | Uchiyama, Kohei; Tokyo Institute of Technology |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
hitting time; asymptotic expansion; Fourier analysis; random walk Primary 60G50; Secondary 60J45. |
| Descripción: | 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. |
| Idioma: | No aplica |
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