Sharp probability estimates for random walks with barriers

• 成果类型: Article
• 署名作者: Ford, Kevin
• 署名单位: University of Illinois System; University of Illinois Urbana-Champaign
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-008-0168-4
• 发表日期: 2009
• 页码: 269-283
• 关键词: random environment

摘要

We give sharp, uniform estimates for the probability that a random walk of n steps on the reals avoids a half-line [y, infinity) given that it ends at the point x. The estimates hold for general continuous or lattice distributions provided the fourth moment is finite.