Codex Wiki
OurBigBook.com
Site
Source code
Simultaneous returns of independent simple random walks
...
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Random walk on a graph
Simple random walk on the integer line
OurBigBook.com
Words: 38
For
d
independent
symmetric walks on
Z
, the probability that all are at the origin at time
2
n
is
(
4
n
(
n
2
n
)
)
d
≍
n
−
d
/2
.
(106)
The
Borel-Cantelli lemmas
therefore show that simultaneous returns occur only finitely often almost surely when
d
≥
3
.
Ancestors
(8)
Simple random walk on the integer line
Random walk on a graph
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home