Moments of escape times of random walk
01 Nov 1999-Vol. 109, Iss: 4, pp 397-400
TL;DR: In this paper, a symmetric simple random walk is used to compute the moments of the time of escape from (−N,L) by a simple walk and it is shown that all these moments depend polynomially on L and N.
Abstract: Extending an idea of Spitzer [2], a way to compute the moments of the time of escape from (−N,L) by a symmetric simple random walk is exhibited. It is shown that all these moments depend polynomially onL andN.
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01 Jan 1968
TL;DR: The authors introduce probability theory for both advanced undergraduate students of statistics and scientists in related fields, drawing on real applications in the physical and biological sciences, and make probability exciting." -Journal of the American Statistical Association
Abstract: This classic text and reference introduces probability theory for both advanced undergraduate students of statistics and scientists in related fields, drawing on real applications in the physical and biological sciences. The book makes probability exciting." -Journal of the American Statistical Association
3,592 citations
01 Jan 1969
TL;DR: This classic text and reference introduces probability theory for both advanced undergraduate students of statistics and scientists in related fields, drawing on real applications in the physical and biological sciences.
2,622 citations