From Pseudorandom Walk to Pseudo-Brownian Motion: First Exit Time from a One-Sided or a Two-Sided Interval

Table 1

Some numerical values in the cases 𝑁∈{3,4}.

(a)  

𝑐	𝑝𝑜	𝑝1	𝑝2	𝑝3
1	−19	15	−6	1
1/20	0	0.75	−0.30	0.050
1/32	0.38	0.47	−0.19	0.031
1/35	0.43	0.43	−0.17	0.029
1/64	0.69	0.23	−0.094	0.016

(b)  

𝑐	𝑝𝑜	𝑝1	𝑝2	𝑝3	𝑝4
1	−69	56	−28	8	−1
1/70	0	0.8	−0.4	0.114	−0.0143
1/126	0.44	0.44	−0.22	0.063	−0.0079
1/128	0.45	0.44	−0.22	0.062	−0.0078
1/256	0.73	0.22	−0.11	0.031	−0.0039