A matrix equation approach to solving recurrence relations in two-dimensional random walks

DOI10.2307/3215145zbMath0811.60059OpenAlexW2324920011MaRDI QIDQ4322019

James Wilkinson Miller

Publication date: 19 April 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215145

zbMATH Keywords

spectral propertiesrecurrence relationstridiagonal Toeplitz matricesasymmetric random walk on a finite rectangular lattice with absorbing barriers

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Linear equations (linear algebraic aspects) (15A06)

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