The Random Walk Between a Reflecting and an Absorbing Barrier
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Publication:3845693
DOI10.1214/AOMS/1177704971zbMATH Open0109.10903OpenAlexW1988015635MaRDI QIDQ3845693FDOQ3845693
Authors: B. Weesakul
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
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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