On absorption probabilities for a random walk between two different barriers

Ahmed El-Shehawy

Annales de la Faculté des sciences de Toulouse : Mathématiques (1992)

  • Volume: 1, Issue: 1, page 95-103
  • ISSN: 0240-2963

How to cite

top

El-Shehawy, Ahmed. "On absorption probabilities for a random walk between two different barriers." Annales de la Faculté des sciences de Toulouse : Mathématiques 1.1 (1992): 95-103. <http://eudml.org/doc/73297>.

@article{El1992,
author = {El-Shehawy, Ahmed},
journal = {Annales de la Faculté des sciences de Toulouse : Mathématiques},
keywords = {random walk; partially reflecting boundary; absorption probabilities},
language = {eng},
number = {1},
pages = {95-103},
publisher = {UNIVERSITE PAUL SABATIER},
title = {On absorption probabilities for a random walk between two different barriers},
url = {http://eudml.org/doc/73297},
volume = {1},
year = {1992},
}

TY - JOUR
AU - El-Shehawy, Ahmed
TI - On absorption probabilities for a random walk between two different barriers
JO - Annales de la Faculté des sciences de Toulouse : Mathématiques
PY - 1992
PB - UNIVERSITE PAUL SABATIER
VL - 1
IS - 1
SP - 95
EP - 103
LA - eng
KW - random walk; partially reflecting boundary; absorption probabilities
UR - http://eudml.org/doc/73297
ER -

References

top
  1. [1] Blasi ( A.) .— On a random walk between a reflecting and absorbing barrier, Ann. Probability, 4 (1976) pp. 695-696. Zbl0342.60050MR407996
  2. [2] Cox ( D.R.) and Miller ( H.D.) .— The theory of stochastic processes, Methuen, London (1965). Zbl0149.12902MR192521
  3. [3] Feller ( W.) .— An Introduction to probability theory and its applications, (third edition) Vol. 1, John Wiley, New York (1968). Zbl0155.23101MR228020
  4. [4] Hardin ( J.C.) and Sweet ( A.L.) .— A note on absorption probabilities for a random walk between a reflecting and an absorbing barrier, J. Appl. Prob., 6 (1969) pp. 224-226. Zbl0176.47801MR243622
  5. [5] Kennedy ( D.P.) .— Some martingales related to cumulative sum tests and single-server queues, Stoch. Proc. Appl., 4 (1976) pp. 261-269. Zbl0338.60030MR420834
  6. [6] Khan ( R.A.) .— On cumulative sum procedures and the SPRT applications, J. R. Statist. Soc., B64 (1984) pp. 79-85. Zbl0543.62058MR745219
  7. [7] Munford ( A.G.) .— A first passage problem in a random walk with a quality control application, J. R. Statist. Soc., B43 (1981) pp. 142-146. Zbl0477.60082MR626758
  8. [8] Murthy ( K.P.N.) and Kehr ( K.W.) .— Mean first-passage time of random walks on a random lattice, Phys. Rev., A40, N4 (1989) pp. 2082-2087. 
  9. [9] Neuts ( M.F.) .— Absorption probabilities for a random walk between a reflecting and an absorbing barrier, Bull. Soc. Math. Belgique, 15 (1963) pp. 253-258. Zbl0118.33501MR160275
  10. [10] Stadje ( W.) .— Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues, J. Appl. Prob., 24 (1987) pp. 200-214. Zbl0611.60093MR876181
  11. [11] Weesakul ( B.) .— The random walk between a reflecting and an absorbing barrier, Ann. Math. Statist., 32 (1961) pp. 765-769. Zbl0109.10903MR125641

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.