A note on random walks
- 1 March 1971
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (1) , 198-201
- https://doi.org/10.2307/3211849
Abstract
Let {Xn} be a random walk between reflecting barriers at 0 anda> 0 with jumps {Zn}. Bywe mean the random walk between absorbing barriers at— aand 0+ with the same jumps {Zn}. It has been known for some time that when {Zn} is a sequence of mutually independent and identically distributed random variables, and 0 ≦x<a, we have for alln:Keywords
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