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
Cited by
17 articles.
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