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The Random Walk Between a Reflecting and an Absorbing Barrier

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Publication:3845693
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DOI10.1214/AOMS/1177704971zbMATH Open0109.10903OpenAlexW1988015635MaRDI QIDQ3845693FDOQ3845693


Authors: B. Weesakul Edit this on Wikidata


Publication date: 1961

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704971





zbMATH Keywords

probability theory



Cited In (11)

  • On absorption probabilities for a random walk between two different barriers
  • Stochastic service systems, random interval graphs and search algorithms
  • Hidden geometry of bidirectional grid-constrained stochastic processes
  • The Wiener process with drift between a linear retaining and an absorbing barrier
  • A model of inventory control
  • Strategies for dividend distribution: a review
  • Trinomial random walk with one or two imperfect absorbing barriers
  • Title not available (Why is that?)
  • On the maximum drawdown of a Brownian motion
  • On a gambler's ruin problem
  • On the semi-Markovian random walk with two reflecting barriers





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