The Annals of Probability

On a Random Walk Between a Reflecting and an Absorbing Barrier

Alessandro Blasi

Full-text: Open access

Abstract

The author shows that the formula given by B. Weesakul [3] for the absorption probability in a random walk between a reflecting and an absorbing barrier does not hold true in general. The correct formula in the general case is given.

Article information

Source
Ann. Probab., Volume 4, Number 4 (1976), 695-696.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176996041

Digital Object Identifier
doi:10.1214/aop/1176996041

Mathematical Reviews number (MathSciNet)
MR407996

Zentralblatt MATH identifier
0342.60050

JSTOR
links.jstor.org

Subjects
Primary: 60J15
Secondary: 60G50: Sums of independent random variables; random walks 60J60: Diffusion processes [See also 58J65]

Keywords
Random walk absorption probability

Citation

Blasi, Alessandro. On a Random Walk Between a Reflecting and an Absorbing Barrier. Ann. Probab. 4 (1976), no. 4, 695--696. doi:10.1214/aop/1176996041. https://projecteuclid.org/euclid.aop/1176996041


Export citation