The rencontre problem

DOI10.1016/J.SPA.2020.08.010zbMATH Open1494.60048arXiv2003.03863OpenAlexW3088923007MaRDI QIDQ2145809FDOQ2145809

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)

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.

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

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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)

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Cited In (1)

• Title not available (Why is that?)

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