On the generating functions of a random walk on the non-negative integers

DOI10.2307/3214984zbMath0876.60056OpenAlexW4234375695MaRDI QIDQ3122868

Dette, Holger

Publication date: 10 November 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214984

zbMATH Keywords

Markov chainsrandom walksspectral measureEhrenfest urn model

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Appell, Horn and Lauricella functions (33C65)

Related Items (2)

Analysis of random walks using orthogonal polynomials ⋮ A generating function approach to Markov chains undergoing binomial catastrophes

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