Author:
Phatarfod R. M.,Speed T. P.,Walker A. M.
Abstract
Let {Xn
} be a random walk between reflecting barriers at 0 and a > 0 with jumps {Zn
}. By we mean the random walk between absorbing barriers at — a and 0+ with the same jumps {Zn
}. It has been known for some time that when {Zn
} is a sequence of mutually independent and identically distributed random variables, and 0 ≦x <a, we have for all n:
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
11 articles.
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