Stationary probability and first-passage time of biased random walk

DOI10.1088/0253-6102/66/3/330zbMATH Open1351.60094OpenAlexW2510516570MaRDI QIDQ3178713FDOQ3178713

Authors: Jingwen Li, Shen-Li Tang, Xin-Ping Xu 

Publication date: 7 December 2016

Published in: Communications in Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0253-6102/66/3/330

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zbMATH Keywords

random walkstationary probabilityfirst-passage timebiased random walk

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (5)

• FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS
• Some results on first passage times in one dimensional random walks
• Time Dependent Biased Random Walks
• Zero-one-only process: a correlated random walk with a stochastic ratchet
• First-passage problems in linear biased correlated walks

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