Conditional expected durations of play given the ultimate outcome for a correlated random walk
type: Item
instance of: scholarly article
title: Conditional expected durations of play given the ultimate outcome for a correlated random walk
zbMATH Open document ID: 0601.60073
DOI: 10.1016/0167-7152(86)90096-9
author: A. Mukherjea
author: David A. Steele
published in: Statistics \& Probability Letters
publication date: 1986-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 3969812
zbMATH Keywords: symmetric correlated random walk with absorbing barriers
reviewed by: Gheorghe Oprişan
MaRDI profile type: Publication
full work available at URL: 0167-7152(86)90096-9
OpenAlex ID: W1990334872
cites work: Q3267605
cites work: THE GAMBLER'S RUIN PROBLEM WITH CORRELATION
cites work: The Classical Ruin Problem with Equal Initial Fortunes
cites work: Another look at independence of hitting place and time for the simple random walk
cites work: Conditional Expectation of the Duration in the Classical Ruin Problem
description: scientific article; zbMATH DE number 3969812