On the Expected Number of Visits of a Particle before Absorption in a Correlated Random Walk

DOI10.4153/CMB-1973-061-3zbMath0274.60049MaRDI QIDQ5182939

Gopi C. Jain

Publication date: 1973

Published in: Canadian Mathematical Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (4)

Success runs of length \(k\) in Markov dependent trials ⋮ Optimal stopping rules for correlated random walks with a discount ⋮ Reflection principle for finite-velocity random motions ⋮ Optimal Buy/Sell Rules for Correlated Random Walks

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