Random walk with long-range interaction with a barrier and its dual: exact results

DOI10.1016/j.cam.2009.10.028zbMath1185.60082MaRDI QIDQ847224

Thierry E. Huillet

Publication date: 12 February 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.10.028

zbMATH Keywords

orthogonal polynomials; long-range interaction; random interfaces; birth and death random walk; wall duality

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

42C05: Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis

Related Items

Random walk weakly attracted to a wall, Excursions and path functionals for stochastic processes with asymptotically zero drifts

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