The fundamental matrix for a certain random walk

DOI10.1239/jap/1032374456zbMath0946.60047OpenAlexW2055275534MaRDI QIDQ4935330

Howard M. Taylor

Publication date: 22 October 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032374456

zbMATH Keywords

Toeplitz matrixWiener-Hopf factorizationrandom walk

Mathematics Subject Classification ID

Factorization of matrices (15A23) Sums of independent random variables; random walks (60G50)

Related Items (1)

Maximal local time of a \(d\)-dimensional simple random walk on subsets

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