Some problems on a one-dimensional correlated random walk with various types of barrier-Reference-Cited by-同舟云学术

Some problems on a one-dimensional correlated random walk with various types of barrier

Published:1992-03 Issue:01 Volume:29 Page:196-201
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:J. Appl. Probab.

Author:

Zhang Yuan Lin

Abstract

In this paper one-dimensional correlated random walks (CRW) with various types of barrier such as elastic barriers, absorbing barriers and so on are defined, and explicit expressions are derived for the ultimate absorbing probability and expected duration. Some numerical examples to illustrate the effects of correlation are also presented.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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