Recent content by n0k

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    Limit of passage times of 1-dim random walk

    E0 is the expectation of hitting zero
  2. N

    Limit of passage times of 1-dim random walk

    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...