On absorption probabilities for a random walk between two different barriers

DOI10.5802/AFST.740zbMath0765.60071OpenAlexW2068594192MaRDI QIDQ1209817

M. Ahmed El-Shehawy

Publication date: 16 May 1993

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_1992_6_1_1_95_0

zbMATH Keywords

random walkabsorption probabilitiespartially reflecting boundary

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cites Work

• Some martingales related to cumulative sum tests and single-server queues
• On a random walk between a reflecting and an absorbing barrier
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues
• The Random Walk Between a Reflecting and an Absorbing Barrier
• A Note on Absorption Probabilities for a Random Walk Between a Reflecting and an Absorbing Barrier
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