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

M.P. Quine

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

malcolmq@maths.usyd.edu.au

Annals of Combinatorics 8 (2) 221-223 June, 2004

Abstract:

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

References:

1. I. Dumitriu, J. Spencer, and C. Yan, Branching processes with negative offspring distributions, Ann. Combin. 7 (2003) 35--47.

2. W. Feller, An Introduction to Probability Theory and Its Applications, Vol. II, John Wiley and Sons, 1966.

3. F. Spitzer, Principles of Random Walk, 2nd Ed., Springer-Verlag, New York, 1976.