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On the Escape Probability for a Left or Right Continuous Random Walk

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Annals of Combinatorics Aims and scope Submit manuscript

Abstract

A formula for the “escape probability” in a left or right continuous random walk is derived in a simple manner, under natural conditions.

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Authors and Affiliations

  1. School of Mathematics and Statistics, University of Sydney, 2006, Sydney, NSW, Australia

    M.P. Quine

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  1. M.P. Quine
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Correspondence to M.P. Quine.

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AMS Subject Classification: 60G50.

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Quine, M. On the Escape Probability for a Left or Right Continuous Random Walk. Ann. Combin. 8, 221–223 (2004). https://doi.org/10.1007/s00026-004-0216-4

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  • DOI: https://doi.org/10.1007/s00026-004-0216-4

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