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Exponential maximal bound for a symmetric random walk
(
P
(
max
k
≤
n
S
k
≥
t
n
)
≤
e
−
t
2
/2
)
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Simple symmetric random walk
2026-10-06
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For
a
simple symmetric random walk
, the estimate
E
e
θ
S
n
≤
e
n
θ
2
/2
and the exponential maximal inequality give
P
(
max
k
≤
n
S
k
≥
t
n
)
≤
e
−
t
2
/2
for
t
≥
0
.
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Simple symmetric random walk
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2016
/
iii
/
Paper 124
/
2
/
c
/
Solution
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