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A note on random walks

Published online by Cambridge University Press:  14 July 2016

R. M. Phatarfod ,
T. P. Speed  and
A. M. Walker
R. M. Phatarfod*
Affiliation:
University of Essex
T. P. Speed
Affiliation:
University of Sheffield
A. M. Walker
Affiliation:
University of Sheffield
*
*On leave from Monash University.
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Extract

Let {Xn} be a random walk between reflecting barriers at 0 and a > 0 with jumps {Zn}. By we mean the random walk between absorbing barriers at — a and 0+ with the same jumps {Zn}. It has been known for some time that when {Zn} is a sequence of mutually independent and identically distributed random variables, and 0 ≦x <a, we have for all n:

Type
Short Communications
Information
Journal of Applied Probability , Volume 8 , Issue 1 , March 1971 , pp. 198 - 201
Copyright
Copyright © Applied Probability Trust 1971 

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References

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