Open AccessOn estimating exponential moment for the simultaneous renewal time for two random walks on a half line
Author(s) -
Vitaliy Golomoziy,
AUTHOR_ID
Publication year - 2021
Publication title -
vìsnik. serìâ fìziko-matematičnì nauki/vìsnik kiì̈vsʹkogo nacìonalʹnogo unìversitetu ìmenì tarasa ševčenka. serìâ fìziko-matematičnì nauki
Language(s) - English
Resource type - Journals
eISSN - 2218-2055
pISSN - 1812-5409
DOI - 10.17721/1812-5409.2021/2.4
Subject(s) - hitting time , random walk , moment (physics) , exponential function , half line , mathematics , line (geometry) , renewal theory , set (abstract data type) , second moment of area , statistical physics , heterogeneous random walk in one dimension , continuous time random walk , mathematical analysis , statistics , computer science , physics , quantum mechanics , geometry , programming language , boundary value problem
In this paper, we consider conditions for existence and finitness for an exponential moment for the time of the simultaneous hitting of a given set by two random walks on a half-line. It is addmitted that random walks may be time-inhomogeneous. Obtained conditions that guarantee existence of the hitting time for individual chains and simultaneous hitting time for both chains. It is shown, how the estimates could be calculated in practical applications.