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

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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

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  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

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