Random walks with similar transition probabilities

DOI10.1016/S0377-0427(02)00640-4zbMath1029.60034OpenAlexW2007497393MaRDI QIDQ1874180

Klaus Schiefermayr

Publication date: 22 May 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(02)00640-4

zbMATH Keywords

transition probabilitiesrandom walk polynomialsrandom walk measuressimilar random walks

Mathematics Subject Classification ID

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

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A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth–Death Processes, Families of \(\nu\)-similar birth-death processes and limiting conditional distributions

Cites Work

• Random walks
• Analysis of random walks using orthogonal polynomials
• Ratio limits and limiting conditional distributions for discrete-time birth-death processes
• Similar Markov chains
• Weak convergence of conditioned birth-death processes in discrete time
• Families of birth-death processes with similar time-dependent behaviour
• The Parameters of a Chain Sequence
• Geomatric ergodicity and quasi-stationarity in discrete-time birth-death processes