One dimensional lattice random walks with absorption at a point/on a half line
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- Uchiyama Kôhei
- Department of Mathematics, Tokyo Institute of Technology
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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.
収録刊行物
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- Journal of the Mathematical Society of Japan
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Journal of the Mathematical Society of Japan 63 (2), 675-713, 2011
一般社団法人 日本数学会
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詳細情報 詳細情報について
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- CRID
- 1390001205116254848
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- NII論文ID
- 10029321787
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- NII書誌ID
- AA0070177X
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- ISSN
- 18811167
- 18812333
- 00255645
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- NDL書誌ID
- 11060316
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
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- 使用不可