Random walk probabilities in terms of Legendre polynomials

Mohamed A. El-Shehawey

Mathematica Slovaca (2002)

  • Volume: 52, Issue: 4, page 443-451
  • ISSN: 0232-0525

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El-Shehawey, Mohamed A.. "Random walk probabilities in terms of Legendre polynomials." Mathematica Slovaca 52.4 (2002): 443-451. <http://eudml.org/doc/31725>.

@article{El2002,
author = {El-Shehawey, Mohamed A.},
journal = {Mathematica Slovaca},
keywords = {asymmetric random walk; generating function; Legendre polynomial; transition probability},
language = {eng},
number = {4},
pages = {443-451},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {Random walk probabilities in terms of Legendre polynomials},
url = {http://eudml.org/doc/31725},
volume = {52},
year = {2002},
}

TY - JOUR
AU - El-Shehawey, Mohamed A.
TI - Random walk probabilities in terms of Legendre polynomials
JO - Mathematica Slovaca
PY - 2002
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 52
IS - 4
SP - 443
EP - 451
LA - eng
KW - asymmetric random walk; generating function; Legendre polynomial; transition probability
UR - http://eudml.org/doc/31725
ER -

References

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  1. COX D. R.-MILLER H. D., The Theory of Stochastic Processes, Methuen, London, 1965. (1965) Zbl0149.12902MR0192521
  2. EL-SHEHAWEY M. A., On the frequency count for a random walk with absorbing boundaries: a carcinogenesis example I, J. Phys. A, Math. Gen. 27 (1994), 7035-7046. (1994) Zbl0843.60086MR1309785
  3. EL-SHEHAWEY M. A.-MATRAFI B. N., On a gambler's ruin problem, Math. Slovaca 47 (1997), 483-488. (1997) Zbl0965.60043MR1796961
  4. EL-SHEHAWEY M. A., Absorption probabilities for a random walk between two partially absorbing boudaries I, J. Phys. A, Math. Gen. 33 (2000), 9005-9013. MR1811225
  5. FELLER W., An Introduction to Probability Theory and its Applications, Vol. 1 (Зrd ed.), Wiley, New York, 1968. (1968) Zbl0155.23101MR0228020
  6. NEUTS M. F., General transition probabilities for finite Markov chains, Math. Proc. Cambridge Philos. Soc. 60 (1964), 83-91. (1964) Zbl0124.34101MR0158436
  7. RAYKIN M., First passage probability of a random walk on a disordered one-dimensional lattice, J. Phys. A, Math. Gen. 26 (1993), 449-466. (1993) Zbl0768.60061MR1210918
  8. SRINIVASAN S. K.-MEHATA K. M., Stochastic Processes, Mc Graw Hill, New Delhi, 1976. (1976) 
  9. WEISS G. H.-HAVLIN S., Trapping of random walks on the line, 3. Statist. Phys. 37 (1984), 17-25. (1984) Zbl0586.60066MR0774882
  10. WHITTAKER E. T.-WATSON G. N., A Course of Modern Analysis (4th ed.), University press, Cambridge, 1963. (1963) MR1424469

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