Abstract
We derive a first order approximation for the probability that a general two-dimensional random walk crosses a circular boundary. Simulations are performed to assess the accuracy of the approximation, and statistical applications are discussed.
Original language | English (US) |
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Pages (from-to) | 97-102 |
Number of pages | 6 |
Journal | Statistics and Probability Letters |
Volume | 14 |
Issue number | 2 |
DOIs | |
State | Published - May 27 1992 |
Keywords
- Random walk
- discrete approximation
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty