| Subject: | exit time for random walk problem |
|---|---|
| From: | |
| Date: | 30 Oct 2006 20:30:29 -0800 |
| Newsgroups: | sci.math |
Can someone help me in finding an expected time for standard linear random walk with two exit states to reach one exit state. Say, a walk with +1 and -1 steps (probabilities p and 1-p) starts at the position 0 and has final states at -k and +n. What would be the expected time to reach n? I am going to go through stopping time theory but for now I'd like to understand, if possible, in simple terms how such problems can be handled. |
| <Prev in Thread] | Current Thread | [Next in Thread> |
|---|---|---|
| ||
| Previous by Date: | Re: An uncountable countable set, stephen |
|---|---|
| Next by Date: | Re: An uncountable countable set, Tony Orlow |
| Previous by Thread: | Is there a possibility to have more than one ZERO vector in a space!?, m7ossny |
| Next by Thread: | Re: exit time for random walk problem, Jules |
| Indexes: | [Date] [Thread] [Top] [All Lists] |