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The Correlated Random Walk with Boundaries. A Combinatorial Solution

The transition fundions for the correlated random walk with two absorbing boundaries are derived by means of a combinatorial construction which is based on Krattenthaler's Theorem for counting lattice paths with turns. Results for walks with one boundary and for unrestricted walks are presented as special cases. Finally we give an asymptotic formula, which proves to be useful for computational purposes. (author's abstract) / Series: Forschungsberichte / Institut für Statistik

Identiferoai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_a3d
Date January 1999
CreatorsBöhm, Walter
PublisherDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
Source SetsWirtschaftsuniversität Wien
LanguageEnglish
Detected LanguageEnglish
TypeWorking Paper, NonPeerReviewed
Formatapplication/pdf
Relationhttp://www.jstor.org/stable/3215721, http://epub.wu.ac.at/1058/

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