ON RANDOM WALKS WITH A REFLECTING BARRIER,

Abstract

The main result is to demonstrate that every recurrent random walk with the origin a reflecting barrier has the strong ratio limit property. This result is then used to obtain information about the solutions to the Wiener Hopf Equation and to study the first passage times to a half line for random walks on the entire line. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1963
Accession Number
AD0420084

Entities

People

  • Sidney C. Port

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Equations
  • Mathematics
  • Random Walk

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Neural Network Machine Learning.
  • Theoretical Analysis.