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

DOI10.1016/S0304-4149(96)00083-XzbMATH Open0879.60067MaRDI QIDQ1374617FDOQ1374617

Authors: Holger Dette, William J. Studden 

Publication date: 10 December 1997

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

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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)

Cites Work

• Title not available (Why is that?)
• Combinatorial aspects of continued fractions
• Title not available (Why is that?)
• Random walks
• An application of orthogonal polynomials to random walks
• Principal representations and canonical moment sequences for distributions on an interval
• Random walk polynomials and random walk measures
• How many random walks correspond to a given set of return probabilities to the origin?
• Title not available (Why is that?)

Cited In (3)

• 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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