Level crossing probabilities. I: One-dimensional random walks and symmetrization

DOI10.1016/j.aim.2006.03.008zbMath1108.60040arXivmath/0406392OpenAlexW2042940455MaRDI QIDQ861049

Rainer Siegmund-Schultze, Heinrich von Weizsäcker

Publication date: 9 January 2007

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406392

zbMATH Keywords

recurrence

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

Related Items

Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks, A note on distribution-free symmetrization inequalities, Noise stability of weighted majority, The 123 theorem of probability theory and copositive matrices, A sharp estimate for probability distributions, A Combinatorial Approach to Small Ball Inequalities for Sums and Differences, Mean and minimum of independent random variables, Three convolution inequalities on the real line with connections to additive combinatorics

Cites Work

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• Directionally reinforced random walks
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• On the Kolmogorov-Rogozin inequality for the concentration function