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Line crossing problem for biased monotonic random walks in the plane

Probability 2007-09-24 v1 Combinatorics

Abstract

In this paper, we study the problem of finding the probability that the two-dimensional (biased) monotonic random walk crosses the line y=αx+dy=\alpha x+d, where α,d0\alpha,d \geq 0. A β\beta-biased monotonic random walk moves from (a,b)(a,b) to (a+1,b)(a+1,b) or (a,b+1)(a,b+1) with probabilities 1/(β+1)1/(\beta + 1) and β/(β+1)\beta/(\beta + 1), respectively. Among our results, we show that if βα\beta \geq \lceil \alpha \rceil, then the β\beta-biased monotonic random walk, starting from the origin, crosses the line y=αx+dy=\alpha x+d for all d0d\geq 0 with probability 1.

Keywords

Cite

@article{arxiv.0709.3316,
  title  = {Line crossing problem for biased monotonic random walks in the plane},
  author = {Mohammad Javaheri},
  journal= {arXiv preprint arXiv:0709.3316},
  year   = {2007}
}

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11 pages