A restricted random walk model (Q5896252)

Consider a particle that starts at the origin and that can move in one step from the position (x,y) to the positions \((x+1,y)\), \((x,y+1)\) or \((x+1,y+1)\). The authors derive the generating function of the probability that the particle will be at \((x,x+\beta)\) after t steps never reaching the lines \(y=x+a\) and \(y=x-b\). A number of special cases are derived.