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
| Identifer | oai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_a3d |
| Date | January 1999 |
| Creators | Böhm, Walter |
| Publisher | Department of Statistics and Mathematics, WU Vienna University of Economics and Business |
| Source Sets | Wirtschaftsuniversität Wien |
| Language | English |
| Detected Language | English |
| Type | Working Paper, NonPeerReviewed |
| Format | application/pdf |
| Relation | http://www.jstor.org/stable/3215721, http://epub.wu.ac.at/1058/ |
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