Sharp probability estimates for random walks with barriers
classification
🧮 math.PR
keywords
estimatesprobabilityrandomsharpavoidsbarrierscontinuousdistributions
read the original abstract
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 4th moment is finite.
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