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A note on random walks

1971; Cambridge University Press; Volume: 8; Issue: 01 Linguagem: Inglês

10.1017/s0021900200111040

1475-6072

R. M. Phatarfod, Terence P. Speed, A. M. Walker,

advanced mathematical theories

Let { 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 :