Modified discrete random walk with absorption
Probability
2009-03-14 v1 Mathematical Physics
math.MP
Abstract
We obtain expected number of arrivals, probability of arrival, absorption probabilities and expected time before absorption for a modified discrete random walk on the (sub)set of integers. In a [pqrs] random walk the particle can move one step forward or backward, stay for a moment in the same state or it can be absorbed immediately in the current state. M[pqrs] is a modified version, where probabilities on both sides of a multiple function barrier M are of different [pqrs] type.
Cite
@article{arxiv.0903.0364,
title = {Modified discrete random walk with absorption},
author = {Theo van Uem},
journal= {arXiv preprint arXiv:0903.0364},
year = {2009}
}
Comments
14 pages