Skip to main content
SpringerLink
Log in

Moments of escape times of random walk

  • Published:
Proceedings - Mathematical Sciences Aims and scope Submit manuscript

Abstract

Extending an idea of Spitzer [2], a way to compute the moments of the time of escape from (−N,L) by a symmetric simple random walk is exhibited. It is shown that all these moments depend polynomially onL andN.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Feller WAn introduction to Probability Theory and Its Applications (Wiley Eastern Ltd.) (1968)

  2. Spitzer FPrinciples of Random Walk; (D van Nostrand and Co.) (1964)

Download references

Author information

Authors and Affiliations

  1. Stat-Math Unit, Indian Statistical Institute, 203 B.T. Road, 700035, Calcutta, India

    Arindam Sengupta & A. Goswami

Authors
  1. Arindam Sengupta
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. A. Goswami
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

The research of this author was supported by the National Board of Higher Mathematics, Bombay, India

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sengupta, A., Goswami, A. Moments of escape times of random walk. Proc. Indian Acad. Sci. (Math. Sci.) 109, 397–400 (1999). https://doi.org/10.1007/BF02837999

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02837999

Keywords

Search

Navigation