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math.PR2004
Level Crossing Probabilities II: Polygonal Recurrence of Multidimensional Random Walks
Rainer Siegmund-Schultze, Heinrich von Weizsaecker
In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the…
math.PR2004
Level Crossing Probabilities I: One-dimensional Random Walks and Symmetrization
Rainer Siegmund-Schultze, Heinrich von Weizsaecker
We prove for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n has the order of square root of n. Mome…