Homework Statement
T_{x} is the passage time min{n : x(n) = x} for paths starting from x(0)=0
Show:
\lim_{x\rightarrow +\infty}E_{0}(e^\frac{-\alpha\\T_{x}}{x^2}) = e^\-\sqrt{2\alpha}
for any \alpha ≥ 0
Homework Equations
The Attempt at a Solution
I came up with the...