On the Expected Number of Visits of a Particle before Absorption in a Correlated Random Walk

Author:

Jain G. C.

Abstract

Let a particle move along a straight line a unit distance during every interval of time τ. During the first interval τ it moves to the right with probability ρ1 and to the left with probability ρ2 = 1 - ρ1. Thereafter at the end of each interval τ, the particle with probability p continues its motion in the same direction as in the previous step and with probability q = l - p reverses it.

Publisher

Canadian Mathematical Society

Subject

General Mathematics

Cited by 19 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Reflection principle for finite-velocity random motions;Journal of Applied Probability;2022-12-15

2. Optimal Buy/Sell Rules for Correlated Random Walks;Journal of Applied Probability;2008-03

3. Optimal Buy/Sell Rules for Correlated Random Walks;Journal of Applied Probability;2008-03

4. Random Walks: Theory and Selected Applications;Advances in Chemical Physics;2007-03-14

5. Optimal stopping rules for correlated random walks with a discount;Journal of Applied Probability;2004-06

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3