Line crossing problem for biased monotonic random walks in the plane

Publication date: 20 September 2007

Abstract: In this paper, we study the problem of finding the probability that the two-dimensional (biased) monotonic random walk crosses the line

y = a l p h a x + d

, where

a l p h a, d g e q 0

. A

-biased monotonic random walk moves from

(a, b)

to

(a + 1, b)

or

(a, b + 1)

with probabilities

and

, respectively. Among our results, we show that if

, then the

-biased monotonic random walk, starting from the origin, crosses the line

y = a l p h a x + d

for all

d g e q 0

with probability 1.

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