A note on random walks
- 1 March 1971
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (01), 198-201
- https://doi.org/10.1017/s0021900200111040
Abstract
Let {Xn } be a random walk between reflecting barriers at 0 and a > 0 with jumps {Zn }. By we mean the random walk between absorbing barriers at — a and 0+ with the same jumps {Zn }. It has been known for some time that when {Zn } is a sequence of mutually independent and identically distributed random variables, and 0 ≦x <a, we have for all n:Keywords
This publication has 2 references indexed in Scilit:
- Some results in the theory of inventoryBiometrika, 1964
- Elementary Methods for Some Waiting Time ProblemsOperations Research, 1962