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The First Hitting Time of a Single Point for Random Walks


 
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1. Title Title of document The First Hitting Time of a Single Point for Random Walks
 
2. Creator Author's name, affiliation, country Kohei Uchiyama; Tokyo Institute of Technology; Japan
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) hitting time; asymptotic expansion; Fourier analysis; random walk
 
3. Subject Subject classification Primary 60G50; Secondary 60J45.
 
4. Description Abstract This paper concerns the first hitting time $T_0$ of the origin for random walks on $d$-dimensional integer lattice with zero mean and a finite $2+\delta$ absolute moment ($\delta\geq0$). We derive detailed asymptotic estimates of the probabilities $\mathbb{P}_x(T_0=n)$ as $n\to\infty$ that are valid uniformly in $x$, the position at which the random walks start.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2011-10-21
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/931
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-931
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
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