One dimensional lattice random walks with absorption at a point/on a half line
One dimensional lattice random walks with absorption at a point/on a half line
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一维晶格随机游走，在一点/半线上有吸收
DOI：
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发表时间：
2011
期刊：
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通讯作者：
K. Uchiyama
中科院分区：
文献类型：
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作者：
K. Uchiyama
本文研究了一个在整数格上移动的随机漫步，它具有零均值和有限方差。我们首先得到了在原点吸收的移动转移概率的渐近估计，然后利用得到的估计得到了在半直线上吸收的移动转移概率的渐近估计。后者用于计算步行进入半线的第一个入口的时空分布。
This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the obtained estimate, that of the walk absorbed on a half line. The latter is used to evaluate the space-time distribution for the first entrance of the walk into the half line.