The hitting distribution of a line segment for two dimensional random walks
Probability
2015-07-13 v2
Abstract
Asymptotic estimates of the hitting distribution of a long segment on the real axis for two dimensional random walks on of zero mean and finite variances are obtained: some are general and exhibit its apparent similarity to the corresponding Brownian density, while others are so detailed as to involve certain characteristics of the random walk.
Cite
@article{arxiv.1105.5863,
title = {The hitting distribution of a line segment for two dimensional random walks},
author = {Kôhei Uchiyama},
journal= {arXiv preprint arXiv:1105.5863},
year = {2015}
}
Comments
22 pages. to appear in Journal of Theoretical Probability