Transition probability matrices for correlated random walks

DOI10.2307/3212943zbMath0424.60073OpenAlexW2327018991MaRDI QIDQ3859054

R. B. Nain, Kanwar Sen

Publication date: 1980

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

Full work available at URL: https://doi.org/10.2307/3212943

zbMATH Keywords

correlated random walksreflecting barrierstransition probability matricesabsorbing barrierselastic barriersmultiple function barriers

Mathematics Subject Classification ID

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

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Occupation probability of a correlated random walk and a correlated ruin problem ⋮ Fluctuation Results for Markov-Dependent Trials

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