Suppose $X_n$ is random walk with $P(X_n=1)=1-P(X_n=-1)=p=1-q$. $M_n=\max_{1\le i\le n} S_i$, $Y_n=M_n-S_n, T_a=\min\{S_n=a\}$. Find $P(\max_{0\le k\le T_a} Y_k <y).$
2026-04-02 17:51:05.1775152265
a problem on random walk and maximu of its summation
40 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY-THEORY
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