Question

Solving the hitting time of a Markov chain using characteristic equation

score 102 · Answer 1 · 2021-10-29 11:58:52

102

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Solving the hitting time of a Markov chain using characteristic equation

Published on 29 Oct 2021 - 11:58

score 107 · Answer 2 · 2026-03-30 00:21:09

107

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Distribution of sum of $n$ random unit vectors in $d$-dimensional space

Published on 30 Mar 2026 - 0:21

score 264 · Answer 3 · 2021-10-30 17:43:58

264

Views

Applying Doob's Optional Stopping Theorem for a random walk

Published on 30 Oct 2021 - 17:43

score 250 · Answer 4 · 2021-11-01 10:09:57

250

Views

Returning to the origin on a 1D simple random walk with equal probabilities

Published on 01 Nov 2021 - 10:09

score 947 · Answer 5 · 2026-04-03 09:12:00

947

Views

Showing that a stopping time is finite for a biased random walk.

Published on 03 Apr 2026 - 9:12

score 298 · Answer 6 · 2026-03-27 01:53:38

298

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Probability distribution of number of returns after $2n$ steps of $1d$ random walk

Published on 27 Mar 2026 - 1:53

score 141 · Answer 7 · 2021-11-03 20:19:10

141

Views

Bound on $\mathbb E\exp(\|S_n\|_1^\alpha)$ for some $d$-dimenstion random walk

Published on 03 Nov 2021 - 20:19

score 369 · Answer 8 · 2026-03-27 00:10:46

369

Views

Understanding first hitting time probabilities for a $2d$ random walk

Published on 27 Mar 2026 - 0:10

score 46 · Answer 9 · 2021-11-04 01:53:37

46

Views

How much do I gain if a dollar is given or taken away repeatedly (so long as I have some money)?

Published on 04 Nov 2021 - 1:53

score 41 · Answer 10 · 2021-11-04 15:06:24

41

Views

Estimate or calculate $\mathbb{E}[(\sum_{i=1}^nY_i)^4]$ where $Y_i$ iid $\mathbb{P}(Y_i=1)=\mathbb{P}(Y_i=-1)=\frac{1}{2}$

Published on 04 Nov 2021 - 15:06

score 58 · Answer 11 · 2021-11-04 16:24:22

58

Views

Probability that a 2d SRW starting from $x$ hits $\partial B_n$ before hitting $0$

Published on 04 Nov 2021 - 16:24

score 58 · Answer 12 · 2026-03-28 02:09:29

58

Views

Uniqueness and maximum principle

Published on 28 Mar 2026 - 2:09

score 100 · Answer 13 · 2021-11-05 01:27:29

100

Views

Stationary Measure for a General Random Walk Markov Chain

Published on 05 Nov 2021 - 1:27

score 168 · Answer 14 · 2026-04-07 17:44:59

168

Views

Total amount of time spent at a state in asymmetric random walk on $\mathbb{Z}$

Published on 07 Apr 2026 - 17:44

score 37 · Answer 15 · 2021-11-08 16:06:04

37

Views

What is the probability than a Random Walk Agent has visited a given grid cell after N step?

Published on 08 Nov 2021 - 16:06

List Question

Solving the hitting time of a Markov chain using characteristic equation

Distribution of sum of $n$ random unit vectors in $d$-dimensional space

Applying Doob's Optional Stopping Theorem for a random walk

Returning to the origin on a 1D simple random walk with equal probabilities

Showing that a stopping time is finite for a biased random walk.

Probability distribution of number of returns after $2n$ steps of $1d$ random walk

Bound on $\mathbb E\exp(\|S_n\|_1^\alpha)$ for some $d$-dimenstion random walk

Understanding first hitting time probabilities for a $2d$ random walk

How much do I gain if a dollar is given or taken away repeatedly (so long as I have some money)?

Estimate or calculate $\mathbb{E}[(\sum_{i=1}^nY_i)^4]$ where $Y_i$ iid $\mathbb{P}(Y_i=1)=\mathbb{P}(Y_i=-1)=\frac{1}{2}$

Probability that a 2d SRW starting from $x$ hits $\partial B_n$ before hitting $0$

Uniqueness and maximum principle

Stationary Measure for a General Random Walk Markov Chain

Total amount of time spent at a state in asymmetric random walk on $\mathbb{Z}$

What is the probability than a Random Walk Agent has visited a given grid cell after N step?

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