Author:
Renshaw Eric,Henderson Robin
Abstract
A one-dimensional random walk is studied in which, at each stage, the probabilities of continuing in the same direction or of changing direction are p and 1 – p, respectively. Exact expressions are derived for the n-step transition probabilities, and various limiting distributions are investigated.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
92 articles.
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