Recent content by opapa

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    Graduate Hitting time of two or three parallel random walks

    Thanks! The theorem seems relevant. I will have a look at it, and, if needed, I will initiate a new thread as suggested.
  2. O

    Graduate Hitting time of two or three parallel random walks

    Thanks for the response. You are right of course that I cannot deduce something from the expected values for each walk, I need to compute the expected value from scratch. Trying to recompute the hitting time for two random walks RW1 and RW2 (in the lines of the proof of Lemma 0.2 from...
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    Graduate Hitting time of two or three parallel random walks

    Consider a one-dimensional random walk on the integer lattice, starting at 0. The next step is decided to be +1 or -1 with equal probability 0.5. The hitting time (the expected time required for the random walk to reach any integer α -- also called the first-passage time) will be...