Random walks with internal degrees of freedom. III: Stationary probabilities

DOI10.1007/BF00344723MaRDI QIDQ1065463zbMATH OpenFDO

Authors András Krámli, Nándor Simányi, D. Szász

Publication date 1986

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00344723

zbMATH Keywords

boundary effects in heat conductionKeldysh expansion of the resolventstationary distribution

Mathematics Subject Classification ID

Heat equation (35K05) Sums of independent random variables; random walks (60G50) Transition functions, generators and resolvents (60J35)

Review text

By developing further the method of our previous paper [Z. Wahrscheinlichkeitstheor. Verw. Geb. 68, 53-64 (1984; Zbl 0535.60059)] based upon the Keldysh expansion of the resolvent, the asymptotics of the stationary distribution of a random walk with internal states between two barriers at 0 and L is obtained when \(L\to \infty\). The boundary terms appearing in the asymptotical expressions are strongly connected with boundary effects in heat conduction.

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• scientific article; zbMATH DE number 3795125 (Why is no real title available?)
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