The rencontre problem

DOI10.1016/J.SPA.2020.08.010MaRDI QIDQ2145809zbMATHOpenAlexFDO

Authors F. Thomas Bruss, Philip Ernst, Dongzhou Huang

Publication date 20 June 2022

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.03863

zbMATH Keywords

hitting timesintersections of random walksrencontre times

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Abstract: Let $left{X_k^{1}ight}_{k=1}^{infty},left{X_k^{2}ight}_{k=1}^{infty},cdots,left{X_k^{d}ight}_{k=1}^{infty}$ be $d$ independent sequences of Bernoulli random variables with success-parameters $p_1,p_2,cdots,p_d$ respectively, where $dgeq2$ is a positive integer, and $0<p_j<1$ for all $j=1,2,cdots,d.$ Let �egin{equation*} S^{j}(n) = sum_{i=1}^{n} X^{j}_{i} = X^{j}_{1} + X^{j}_{2} + cdots + X^{j}_{n}, quad n =1,2 , cdots. end{equation*} We declare a "rencontre" at time $n$, or, equivalently, say that $n$ is a "rencontre-time," if �egin{equation*} S^{1}(n) = S^{2}(n) = cdots = S^{d}(n). end{equation*} We motivate and study the distribution of the first (provided it is finite) rencontre time.

Recommendations

• Meeting time distributions in Bernoulli systems
• The Distribution of First Occurrence of Patterns of Outcomes of Bernoulli Experiments
• scientific article; zbMATH DE number 4026501
• On Consecutive Records in Certain Bernoulli Sequences
• scientific article; zbMATH DE number 4090527

Cites work

• scientific article; zbMATH DE number 3934150 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• A Remark on Stirling's Formula
• A modified random walk in the presence of partially reflecting barriers
• Intersections of random walks
• Intersections of traces of random walks with fixed sets
• Martin capacity for Markov chains
• On the Potential Operator for One-Dimensional Recurrent Random Walks
• Random walks. I

Cited in

(2)

• scientific article; zbMATH DE number 6861080 (Why is no real title available?)
• Meeting time distributions in Bernoulli systems

This page was built for publication: The rencontre problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2145809)