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Dec
9
accepted limsup of fraction ratio to limsup of the square of ratio
Dec
9
accepted Application of Borel-Cantelli for sequence of two parameters
Dec
8
asked Application of Borel-Cantelli for sequence of two parameters
Dec
5
asked limsup of fraction ratio to limsup of the square of ratio
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