Moments of Absorption Time for a Conditioned Random Walk

1979 ◽  
Vol 60 (1) ◽  
pp. 83-90 ◽  
Author(s):  
W. A. Beyer ◽  
M.S. Waterman
Keyword(s):  
Random Walk ◽  
Absorption Time

On the maximum and absorption time of left-continuous random walk

1978 ◽  
Vol 15 (2) ◽  
pp. 292-299 ◽  
Author(s):  
Anthony G. Pakes
Keyword(s):  
Random Walk ◽  
Limit Theorems ◽  
Initial Position ◽  
Absorption Time ◽  
Conditional Limit Theorems ◽  
Negative Drift ◽  
Continuous Random Walk ◽  
Conditional Limit ◽  
Transformed Distribution

In a recent paper Green (1976) obtained some conditional limit theorems for the absorption time of left-continuous random walk. His methods require that in the driftless case the increment distribution has exponentially decreasing tails and that the same is true for a transformed distribution in the case of negative drift.Here we take a different approach which will produce Green's results under minimal conditions. Limit theorems are given for the maximum as the initial position of the random walk tends to infinity.

On the maximum and absorption time of left-continuous random walk

1978 ◽  
Vol 15 (02) ◽  
pp. 292-299 ◽  
Author(s):  
Anthony G. Pakes
Keyword(s):  
Random Walk ◽  
Limit Theorems ◽  
Initial Position ◽  
Absorption Time ◽  
Conditional Limit Theorems ◽  
Negative Drift ◽  
Continuous Random Walk ◽  
Conditional Limit ◽  
Transformed Distribution

In a recent paper Green (1976) obtained some conditional limit theorems for the absorption time of left-continuous random walk. His methods require that in the driftless case the increment distribution has exponentially decreasing tails and that the same is true for a transformed distribution in the case of negative drift. Here we take a different approach which will produce Green's results under minimal conditions. Limit theorems are given for the maximum as the initial position of the random walk tends to infinity.

ON IDENTITIES FOR A RANDOM WALK IN AN ORTHANT WITH ABSORBING BOUNDARY

2003 ◽  
Vol 17 (3) ◽  
pp. 411-415
Author(s):  
Leendert A. Klein Haneveld
Keyword(s):  
Functional Equation ◽  
Random Walk ◽  
Generating Function ◽  
Transition Probabilities ◽  
Absorbing Boundary ◽  
Absorption Time ◽  
Continuous Random Walk

For a left-continuous random walk in an orthant with absorbing boundary, the generating function of the transition probabilities is determined by a well-known functional equation. We give a simple probabilistic derivation of this functional equation, which simultaneously proves the hitting point identity and Wald's exponential identity for the absorption time.

Elements of the Random Walk

2004 ◽  
Author(s):  
Joseph Rudnick ◽  
George Gaspari
Keyword(s):  
Random Walk

CUBIC [001] TWIST CSL GRAIN BOUNDARIES STUDY BY MEANS OF RANDOM WALK

1990 ◽  
Vol 51 (C1) ◽  
pp. C1-67-C1-69
Author(s):  
P. ARGYRAKIS ◽  
E. G. DONI ◽  
TH. SARIKOUDIS ◽  
A. HAIRIE ◽  
G. L. BLERIS
Keyword(s):  
Random Walk ◽  
Grain Boundaries

Random walk to graphene

2011 ◽  
Vol 181 (12) ◽  
pp. 1284 ◽  
Author(s):  
Andrei K. Geim
Keyword(s):  
Random Walk
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