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seen Oct 17 at 0:25

Oct
17
accepted Analogous of Markov's inequality for the lower bound
Oct
16
asked Analogous of Markov's inequality for the lower bound
Oct
16
accepted Limit of a sequence, power of one minus an exponential
Oct
16
asked Limit of a sequence, power of one minus an exponential
Sep
23
comment Order between probability measures: sets full below
Thanks. Could you recommend me a book where I can find more about order between probability measures on a product space?
Sep
23
accepted Order between probability measures: sets full below
Sep
21
revised Order between probability measures: sets full below
corrected a typo: $\forall x \in \mathbb{Z}$
Sep
18
revised Order between probability measures: sets full below
added 13 characters in body
Sep
18
revised Order between probability measures: sets full below
edited title
Sep
18
asked Order between probability measures: sets full below
Sep
2
asked Simple random walk conditioning on non-return
Aug
7
comment Conditional return time of simple random walk
This probability is $\frac{1}{2} \frac{1}{k}$ in case of $p = \frac{1}{2}$ and $\frac{2p - 1}{1 - (\frac{1 - p}{p})^k}$ in case of $p \neq \frac{1}{2}$
Aug
7
comment Conditional return time of simple random walk
The first step must be right. Thus $P(\tau_k < \tau^*) = $p P(SRW starting from 1 reaches k before 0)$ and it comes from the gambler ruin problem.
Aug
7
comment Conditional return time of simple random walk
Perhaps a bound could be $\frac{P(\tau^* > j)}{P(\tau_j < \tau^*)}$, just using the bound $P(\tau_k < \tau^*) > P(\tau_j < \tau^*)$. But is $P(\tau^* > j)$ know exactly?
Aug
7
comment Conditional return time of simple random walk
Yes, let's say we know that….
Aug
7
revised Conditional return time of simple random walk
deleted 4 characters in body
Aug
6
asked Conditional return time of simple random walk
Jul
31
asked Exact probability distribution for hitting time of simple random walk
Jul
29
accepted Distributions of local times of a single excursion of 1D random walk
Jul
28
asked Distributions of local times of a single excursion of 1D random walk