Resource title

The Correlated Random Walk with Boundaries. A Combinatorial Solution

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Resource description

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

Resource author

Walter Böhm

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Resource language

en

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application/pdf

Resource resource URL

http://epub.wu.ac.at/1058/1/document.pdf

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