FIRST PASSAGE AND RECURRENCE DISTRIBUTIONS
RAND CORP SANTA MONICA CA
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A random walk on the integers is considered with transition probabilities p sub k for the transition k to k 1 and 1 - p sub k for the transition k to k - 1. Distributions and moments are found for the length of time required to travel between any two given states. Some limiting results, applicable to more general results, are given.
- Numerical Mathematics
- Statistics and Probability