How many random walks correspond to a given set of return probabilities to the origin?

DOI10.1016/S0304-4149(96)00083-XMaRDI QIDQ1374617zbMATH OpenFDO

Authors Holger Dette, William J. Studden

Publication date 10 December 1997

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chainrandom walkspectral measurecontinued fractionscanonical momentsreturn probabilities

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Continued fractions (11A55) Moment problems (44A60)

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• Random walks with similar transition probabilities
• How many random walks correspond to a given set of return probabilities to the origin?
• Analysis of random walks using orthogonal polynomials

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