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loveleader (hatefree) 于 (Fri Feb 23 21:27:00 2007) 提到:
Asymmetric random walk problem:
P(X_i = 1) = p, and
P(X_i = -1) = 1-p for all i>0.
let S_n = sum_{i=0}^n X_i, S_0=0, and
S_* = max{S_0, S_1, ..., S_n} where 1<=k<=n.
let n, m, b are even positive integers
such that b<=m, m<=n, and 2m-b<=n,
then
P(S_*>=m, S_n=b) = ?
Thanks!
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kevinyl (123) 于 (Fri Feb 23 22:21:18 2007) 提到:
By replection principle, P(S |
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