Accession Number:

AD0603915

Title:

FIRST PASSAGE AND RECURRENCE DISTRIBUTIONS

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1951-12-14

Pagination or Media Count:

28.0

Abstract:

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.

Subject Categories:

  • Numerical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE