FIRST PASSAGE AND RECURRENCE DISTRIBUTIONS

Abstract

A random walk on the integers is considered with transition probabilities p sub k for the transition k to k + 1 and 1 - p sub k for the transition k to k - 1. Distributions and moments are found for the length of time required to travel between any two given states. Some limiting results, applicable to more general results, are given.

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Document Details

Document Type
Technical Report
Publication Date
Dec 14, 1951
Accession Number
AD0603915

Entities

People

  • T. E. Harris

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Demographic Cohorts
  • Identities
  • Markov Chains
  • Markov Processes
  • Particles
  • Probability
  • Random Variables
  • Random Walk
  • Sequences
  • Sequential Analysis
  • Stationary
  • Stochastic Processes
  • Transitions
  • Two Dimensional

Readers

  • Mathematical Modeling and Probability Theory.