The Annals of Probability
- Ann. Probab.
- Volume 4, Number 4 (1976), 695-696.
On a Random Walk Between a Reflecting and an Absorbing Barrier
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
