Some explicit results for correlated random walks

DOI10.2307/3214380zbMath0688.60056OpenAlexW2332811867MaRDI QIDQ4207450

Ram Lal, U. Narayan Bhat

Publication date: 1989

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

Full work available at URL: https://doi.org/10.2307/3214380

zbMATH Keywords

Markov chainequilibrium distributioncorrelated random walkfirst- passage characteristics

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Multivariate Lagrange inversion and the maximum of a persistent random walk ⋮ Success runs of length \(k\) in Markov dependent trials ⋮ Limit Theorems and Absorption Problems for One-Dimensional Correlated Random Walks

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