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A semi-infinite random walk with discrete steps

Published online by Cambridge University Press:  24 October 2008

L. R. Shenton
L. R. Shenton
Affiliation:
College of Technology Manchester I
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Extract

1. A particle executes a random walk over the possible positions x = 0,1,2,…, its initial position being x = d ≥ 0. At the nth step it occupies the position x with probability pn (x | d)and is in the state (n, x). The transition from (n, x) to (n + 1, y) has the probability px, v given by

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 51 , Issue 3 , July 1955 , pp. 442 - 448
Copyright
Copyright © Cambridge Philosophical Society 1955

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References

REFERENCES

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