A model of finite-step random walk with absorbent boundaries
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Publication:3543515
DOI10.1080/00207160701543400zbMath1158.60012MaRDI QIDQ3543515
Xi-Zhao Wang, Su-Fang Zhang, Jun-Hai Zhai
Publication date: 4 December 2008
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160701543400
60J22: Computational methods in Markov chains
60G50: Sums of independent random variables; random walks
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C40: Numerical analysis or methods applied to Markov chains
60G40: Stopping times; optimal stopping problems; gambling theory
Cites Work