Random walk with equidistant multiple function barriers

2009/05/06 by van Uem, Theo
#60G50 #60J05 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0905.0823

Abstract

We obtain expected number of arrivals, absorption probabilities and expected time before absorption for a discrete random walk on the integers with an infinite set of equidistant multiple function barriers

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