On absorption probabilities for a random walk between two different barriers (Q1209817)
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scientific article; zbMATH DE number 168580
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| English | On absorption probabilities for a random walk between two different barriers |
scientific article; zbMATH DE number 168580 |
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On absorption probabilities for a random walk between two different barriers (English)
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16 May 1993
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For the simple random walk on \(\{0,1,\dots,N\}\) having only steps \(\pm 1\) and 0, an absorbing state at \(N\) and a partially reflecting boundary at 0 formulas for the absorption probabilities and the first two moments of the absorption time are given.
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random walk
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partially reflecting boundary
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absorption probabilities
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0.8727049827575684
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0.8144477009773254
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0.8135987520217896
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