First Passage with Restart in Discrete Time: with applications to biased random walks on the half-line
Probability
2021-09-09 v2
Abstract
In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a probability generating function for a discrete-time FirstPassage process Under Restart and use it to examine two examples, including a biased random walkon the non-negative integers.
Keywords
Cite
@article{arxiv.2108.11508,
title = {First Passage with Restart in Discrete Time: with applications to biased random walks on the half-line},
author = {Jason M. Flynn and Sergei S. Pilyugin},
journal= {arXiv preprint arXiv:2108.11508},
year = {2021}
}
Comments
11 pages, 11 figures