Hitting time of a half-line by a two-dimensional nonsymmetric random walk
Probability
2012-12-13 v1
Abstract
We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line before time . Let be the increment of the two-dimensional random walk. For an aperiodic random walk with moment conditions ( and for some ), we obtain an asymptotic estimate (as ) of this probability by assuming the behavior of the characteristic function of near zero.
Keywords
Cite
@article{arxiv.1212.2714,
title = {Hitting time of a half-line by a two-dimensional nonsymmetric random walk},
author = {Yasunari Fukai},
journal= {arXiv preprint arXiv:1212.2714},
year = {2012}
}