A Generalization of a Random Walk Problem

DOI10.1080/00207160212110MaRDI QIDQ4551541zbMATH OpenOpenAlexFDO

Authors Saleh M. Mitwalli

Publication date 28 March 2003

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160212110

zbMATH Keywords

gambler problemrandom walksums of independent random variables

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

This paper considers the random walk \(S_m\) on the integers, which moves by steps of \(+k\) (with probability \(p\)) and \(-k\) (with probability \(q=1-p\)). Using straightforward generating-function methods, it derives exact formulae for the probability that the walk ever hits a line with rational slope and intercept. This computation also yields an exact formula for the distribution of the supremum of \(S_m/m\).

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