hitting times and stopping times
@Did is there a difference between last exit times and exit times? The first line of the WP page on hitting times mentions that exit times are examples of hitting times?
Hitting time of simple random walk
What is the expected time $\mathbb {E} [T_ {100}]$ before hitting the value $100$? I have trouble solving this question. Other questions on this website cover e.g. the hitting times …
Expected hitting time of a certain state in a Markov chain
To get the mean hitting time of a specific state (or subset of states), we simply condition the outcome on hitting that state. For this question, the modified chain looks like:
Density of first hitting time of Brownian motion with drift
This is a much simpler derivation - would be ideal if it then included the derivation of hitting time for brownian motion without drift making use of the reflection principle.... this would …
probability
Another way you can calculate this is by marking the state you want to reach as an absorbing one, and use the fundamental matrix to calculate the expected time until absorption.
Probability in duel of shots
A and B are involved in a duel. The rules of the duel are that they are allowed to pick up their guns simultaneously. If one or both are hit, the duel ends. If both shots miss, then …
When will the ball hit the ground.
The units are metres on both sides. Solving $-4.9t^2 + 20t + 1.2 = 4.1$ gives the time when the ball is $4.1$ metres above the ground. It doesn't solve the problem posed but it is a valid thing …
question about brownian hit time and reflexion principle
B : W (t) hit the level b, b < 0, at least once between 0 and T I am trying to compute P (A and B) This is comming from a book with several questions like this, with the hint being "use the …
Probability of hiting the target
If the probability of hitting a target is 1/5, and ten shots are fired independently, what is the probability that the target is hit at least twice? What is the conditional probability …
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