Abstract
The transition functions for the correlated random walk with two absorbing boundaries are derived by means of a combinatorial construction which is based on Krattenthaler's theorem for counting lattice paths with turns. Results for walks with one boundary and for unrestricted walks are presented as special cases. Finally we give an asymptotic formula, which proves to be useful for computational purposes.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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