Random-walk exit bound from a positive-increment block

ID: random-walk-exit-bound-from-a-positive-increment-block

For a random walk with independent and identically distributed increments and an exit time from , suppose for some integer . A block of such positive increments forces an exit. Conditional on survival, every successive block has success probability at least , so and . This is an instance of the geometric tail bound from a uniform escape probability; centering of the increments is not required.

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