Affiliation:
1. Department of Mathematics, Damiettta Faculty of Science, P.O. Box 6, New Damietta, Egypt
Abstract
Abstract
Trinomial random walk, with one or two barriers, on the non-negative integers is discussed. At the barriers, the particle is either annihilated or reflects back to the system with respective probabilities 1 − ρ, ρ at the origin and 1 − ω, ω at L, 0 ≤ ρ,ω ≤ 1. Theoretical formulae are given for the probability distribution, its generating function as well as the mean of the time taken before absorption. In the one-boundary case, very qualitatively different asymptotic forms for the result, depending on the relationship between transition probabilities and the annihilation probability, are obtained.
Cited by
2 articles.
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1. On the gambler’s ruin problem for a finite Markov chain;Statistics & Probability Letters;2009-07
2. On a Markov chain roulette-type game;Journal of Physics A: Mathematical and Theoretical;2009-04-22