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How to find the distribution of the first hitting time of random walk on the line

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#probability #stochastic-processes #generating-functions #random-walk
53
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How does one apply "risk tolerance" to a random walk?

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#optimization #random-walk #gambling
342
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Random walk on the lamplighter group

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#probability #combinatorics #group-theory #random-walk #cayley-graphs
179
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The distribution of hitting time of a random walk

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#probability-theory #random-walk #stopping-times
786
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Gambler's ruin: one player

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#probability #probability-theory #random-walk #simulation
910
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General random walk expected first exit time via martingale

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#markov-chains #martingales #random-walk #stopping-times
574
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Expected Number of Steps in a One Dimenstional Random Walk

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#probability #random-walk
459
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Expected time until random walk with positive drift crosses a positive boundary

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#probability-theory #random-walk #stopping-times
1.1k
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Drunkard's walk's solution: significance of continuity

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#probability #continuity #random-walk
2.3k
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Random walk probability

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#probability #random-walk
228
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Biased random walk

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#graph-theory #random-walk #stationary-processes
208
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Number of returns of simple random walk until a stopping time

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#probability #stochastic-processes #markov-chains #random-walk #stopping-times
676
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Random Walk Probability number line

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#probability #stochastic-processes #expectation #random-walk
224
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Will simple random walk on $n$-cycle converges to Brownian motion on $S^1$?

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#probability #markov-chains #brownian-motion #markov-process #random-walk
831
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Symmetric random walk passes through 1

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#probability #proof-verification #stochastic-processes #random-walk

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