Transition probability matrices for correlated random walks

DOI10.2307/3212943MaRDI QIDQ3859054zbMATH OpenOpenAlexFDO

Authors R. B. Nain, Kanwar Sen

Publication date 1980

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

Full work available at URL https://doi.org/10.2307/3212943

zbMATH Keywords

absorbing barrierscorrelated random walkselastic barriersmultiple function barriersreflecting barrierstransition probability matrices

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cited in

(2)

• Occupation probability of a correlated random walk and a correlated ruin problem
• Fluctuation Results for Markov-Dependent Trials

This page was built for publication: Transition probability matrices for correlated random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3859054)