Abstract
Pruitt's estimates on the expectation and the distribution of the time taken by a random walk to exit a ball of radius r are extended to the infinite-dimensional setting. It is shown that they separate into two pairs of estimates depending on whether the space is type 2 or cotype 2. It is further shown that these estimates characterize type 2 and cotype 2 spaces.
Original language | English (US) |
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Pages (from-to) | 1092-1109 |
Number of pages | 18 |
Journal | Journal of Theoretical Probability |
Volume | 23 |
Issue number | 4 |
DOIs | |
State | Published - Dec 2010 |
Keywords
- Banach space
- Cotype
- Expected exit time
- Probability estimates
- Type
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty