Distribution of Shifted Discrete Random Walk and Vandermonde matrices
Probability
2023-02-08 v1
Abstract
In this work we set up the generating function of the ultimate time survival probability , where and , and the random walk consists of independent and identically distributed random variables , which are non-negative and integer valued. We also give expressions of via the roots of certain polynomials. Based on the proven theoretical statements, we give several examples on and its generating function expressions, when random variables admit Bernoulli, Geometric and some other distributions.
Keywords
Cite
@article{arxiv.2208.04091,
title = {Distribution of Shifted Discrete Random Walk and Vandermonde matrices},
author = {Andrius Grigutis},
journal= {arXiv preprint arXiv:2208.04091},
year = {2023}
}