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Generating functions for a class of one-dimensional random walks

Published online by Cambridge University Press:  14 July 2016

Ora Engelberg Percus  and
Jerome K. Percus
Ora Engelberg Percus
Affiliation:
City College, City University of New York
Jerome K. Percus
Affiliation:
Courant Institute of Mathematical Sciences, New York University
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Abstract

A weighted Markov chain technique is used to find the generating functions for several restricted one-dimensional random walks. Examples with simple restrictions concern the number of penetrations of a penetrable barrier. Examples with compound restrictions include the number of full crossings of the origin. A typical asymptotic evaluation is carried out.

Type
Research Papers
Information
Journal of Applied Probability , Volume 8 , Issue 1 , March 1971 , pp. 110 - 117
Copyright
Copyright © Applied Probability Trust 1971 

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References

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