Conditional expected durations of play given the ultimate outcome for a correlated random walk
A symmetric correlated random walk with absorbing barriers at points 0 and a is considered [see \textit{C. Mohan}, Biometrika 42, 485--493 (1955; Zbl 0067.113)]. The authors present a derivation of the conditional expected durations of play for this random walk conditional upon absorption at 0 and a. Besides, the authors analyse whether the results of \textit{S. M. Samuels} [Math. Mag. 48, 286--288 (1975; Zbl 0316.90090)] and \textit{F. Stern} [ibid. 48, 200--203 (1975; Zbl 0312.60033)] hold good for a correlated random walk.
symmetric correlated random walk with absorbing barriers
scientific article; zbMATH DE number 3969812