On identities for a random walk in an orthant with absorbing boundary

DOI10.1017/S026996480317307XzbMATH Open1336.60090MaRDI QIDQ2808336FDOQ2808336

Authors: Leendert A. Klein Haneveld 

Publication date: 23 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Recommendations

• Limit theorems for random walks with absorption
• Absorption probabilities for a random walk between two partially absorbing boundaries. I
• On a Boundary Problem for a Nonrecurrent Random Walk
• scientific article; zbMATH DE number 3971908
• A model of finite-step random walk with absorbent boundaries
• The Boundary Layer in the Asymptotic Analysis of Random Walks
• Absorbing probabilities of random walks in an independent random environment of convergence in distribution on the half-line
• On absorption probabilities for a random walk between two different barriers
• Asymptotic results for the absorption times of random walks with a barrier
• On the absorption times in a random walk with barrier

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (3)

• Title not available (Why is that?)
• Loop decompositions of random walks and nontrivial identities of Bernoulli and Euler polynomials
• The method of the exponential generating function for random walks in a plane quadrant.

This page was built for publication: On identities for a random walk in an orthant with absorbing boundary

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2808336)