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A Problem associated with a Particular Markov Chain

Published online by Cambridge University Press:  18 May 2009

Samuel. D. Silvey
Samuel. D. Silvey
Affiliation:
University of Glasgow
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The problem discussed in this paper is a rather specialised problem associated with a particular random walk with reflecting barriers. Such processes are discussed in particular by Feller (2). It happens that probabilities at any time associated with the system here discussed are relatively easy to determine and it is this fact which makes the given solution possible. This problem arose in certain investigations concerned with computing machines carried out by Mr. A. E. Roy of the Astronomy Department in this University and I wish to thank Mr. Roy for bringing it to my notice.

Type
Research Article
Information
Glasgow Mathematical Journal , Volume 2 , Issue 2 , October 1954 , pp. 100 - 104
Copyright
Copyright © Glasgow Mathematical Journal Trust 1954

References

REFERENCES

(1) Doob, J. L., Stochastic Processes (New York, 1953), pp. 170–185.Google Scholar
(2) Feller, W., An introduction to probability theory and its applications, Vol. 1 (New York, 1950), pp. 279–362.Google Scholar