The Random Walk Between a Reflecting and an Absorbing Barrier
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Publication:3845693
DOI10.1214/aoms/1177704971zbMath0109.10903OpenAlexW1988015635MaRDI QIDQ3845693
Publication date: 1961
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704971
Related Items (11)
Unnamed Item ⋮ On the maximum drawdown of a Brownian motion ⋮ Stochastic service systems, random interval graphs and search algorithms ⋮ The Wiener process with drift between a linear retaining and an absorbing barrier ⋮ Trinomial random walk with one or two imperfect absorbing barriers ⋮ On the semi-Markovian random walk with two reflecting barriers ⋮ On absorption probabilities for a random walk between two different barriers ⋮ Hidden geometry of bidirectional grid-constrained stochastic processes ⋮ A model of inventory control ⋮ Unnamed Item ⋮ Strategies for Dividend Distribution: A Review
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