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An extension of Cramér's estimate for the absorption probability of a random walk

Published online by Cambridge University Press:  24 October 2008

E. Arjas  and
T. P. Speed
E. Arjas
Affiliation:
Institute of Mathematics, Helsinki University of Technology, Otaniemi, Finland
T. P. Speed
Affiliation:
Department of Probability and Statistics, University of Sheffield, Sheffield, U.K.
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Extract

Consider a real-valued random walk

which is defined on a Markov chain {Xn: n ≥ 0} with countable state space I. We assume that a matrix Q(.) = (qij(.)) is given such that

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 73 , Issue 2 , March 1973 , pp. 355 - 359
Copyright
Copyright © Cambridge Philosophical Society 1973

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References

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