AN UNRESTRICTED LINEAR RANDOM WALK WITH NEGATIVE EXPONENTIALLY DISTRIBUTED STEP LENGTHS
Abstract
An account is given of the theory of a doubly infinite linear random walk in which step lengths have a negative exponential distribution and the direction of each step is not necessarily equiprobable. The problem of first passage time is also studied. The theory was developed in connection with a study of random linear anti-submarine patrols.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1966
- Accession Number
- AD0487150
Entities
People
- B. W. Conolly
Organizations
- SACLANT ASW Research Centre