A note on random walks
1971; Cambridge University Press; Volume: 8; Issue: 1 Linguagem: Inglês
10.2307/3211849
ISSN1475-6072
AutoresR. M. Phatarfod, Terence P. Speed, A. M. Walker,
Tópico(s)Spectral Theory in Mathematical Physics
ResumoLet { X n } be a random walk between reflecting barriers at 0 and a > 0 with jumps { Z n }. By we mean the random walk between absorbing barriers at — a and 0+ with the same jumps { Z n }. It has been known for some time that when { Z n } is a sequence of mutually independent and identically distributed random variables, and 0 ≦ x < a , we have for all n :
Referência(s)