A random walk problem with correlation
- 1 March 1972
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (02) , 436-440
- https://doi.org/10.1017/s0021900200095127
Abstract
The higher-order transition probability generating functions for a random-walk with correlation between steps is calculated as a discrete-domain Green's function.Keywords
This publication has 2 references indexed in Scilit:
- Random walksIllinois Journal of Mathematics, 1959
- THE GAMBLER'S RUIN PROBLEM WITH CORRELATIONBiometrika, 1955