Moments of escape times of random walk |
| |
| Authors: | Arindam Sengupta A. Goswami |
| |
| Affiliation: | (1) Stat-Math Unit, Indian Statistical Institute, 203 B.T. Road, 700035 Calcutta, India |
| |
| 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 onL andN. The research of this author was supported by the National Board of Higher Mathematics, Bombay, India |
| |
| Keywords: | Random walk escape times |
| 本文献已被 SpringerLink 等数据库收录！ |
|
