The Random Walk Between a Reflecting and an Absorbing Barrier

DOI10.1214/AOMS/1177704971MaRDI QIDQ3845693zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

probability theory

Cited in

(11)

• scientific article; zbMATH DE number 907931 (Why is no real title available?)
• On a gambler's ruin problem
• Hidden geometry of bidirectional grid-constrained stochastic processes
• On absorption probabilities for a random walk between two different barriers
• Trinomial random walk with one or two imperfect absorbing barriers
• On the semi-Markovian random walk with two reflecting barriers
• Strategies for dividend distribution: a review
• The Wiener process with drift between a linear retaining and an absorbing barrier
• A model of inventory control
• Stochastic service systems, random interval graphs and search algorithms
• On the maximum drawdown of a Brownian motion

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