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Volumn 37, Issue 2, 2000, Pages 470-479

The correlated random walk with boundaries: A combinatorial solution

Author keywords

Absorbing boundaries; Combinatorial solution; Correlated random walk

Indexed keywords


EID: 0034339320     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1014842550     Document Type: Article
Times cited : (14)

References (16)
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    • to appear
    • BÖHM, W. (1998). Multivariate Lagrange inversion and the maximum of a persistent random walk. J. Stat. Plann. Inference, to appear.
    • (1998) J. Stat. Plann. Inference
    • Böhm, W.1
  • 2
    • 0033249058 scopus 로고    scopus 로고
    • Trigonometric integrals and Hadamard products
    • Brag, L. R. (1999). Trigonometric integrals and Hadamard products. Amer. Math. Monthly 106,36-42.
    • (1999) Amer. Math. Monthly , vol.106 , pp. 36-42
    • Brag, L.R.1
  • 5
    • 84927814657 scopus 로고
    • Correlated randomwalk
    • GILLIS, J. (1955). Correlated randomwalk. Proc. Camb. Phil. Soc. 51, 639-651.
    • (1955) Proc. Camb. Phil. Soc , vol.51 , pp. 639-651
    • Gillis, J.1
  • 6
    • 0001229778 scopus 로고
    • On diffusion by discontinuous movements, and on the telegraph equation
    • GOLDSTEIN, S. (1951). On diffusion by discontinuous movements, and on the telegraph equation. Quart. J. Mech. 4, 129-156.
    • (1951) Quart. J. Mech , vol.4 , pp. 129-156
    • Goldstein, S.1
  • 10
    • 0001680722 scopus 로고
    • Some explicit results for correlated random walks
    • Lal, R. AND Bhat, U. N. (1989). Some explicit results for correlated random walks. J. Appl. Prob. 27, 757-766.
    • (1989) J. Appl. Prob , vol.27 , pp. 757-766
    • Lal, R.1    Bhat, U.N.2
  • 11
    • 0000947164 scopus 로고
    • The gambler’s ruin problem with correlation
    • MOHAN, C. (1955). The gambler’s ruin problem with correlation. Biometrika 42,486-493.
    • (1955) Biometrika , vol.42 , pp. 486-493
    • Mohan, C.1
  • 12
    • 0014000023 scopus 로고
    • On a generalizedtwo-cointossing problem
    • MOHANTY, S. G. (1966). On a generalizedtwo-cointossing problem. BiometrischeZ. 8, 266-272.
    • (1966) Biometrischez , vol.8 , pp. 266-272
    • Mohanty, S.G.1
  • 14
    • 0000697158 scopus 로고
    • The correlated random walk
    • RENSHAW, E. AND Henderson, R. (1981). The correlated random walk. J. Appl. Prob. 18, 403-414.
    • (1981) J. Appl. Prob , vol.18 , pp. 403-414
    • Renshaw, E.1    Henderson, R.2
  • 16
    • 0000442044 scopus 로고
    • Some problems on a one-dimensional correlated random walk with various types of barrier
    • ZHANG, Y. L. (1992). Some problems on a one-dimensional correlated random walk with various types of barrier. J.Appl. Prob. 29,196-201.
    • (1992) J.Appl. Prob , vol.29 , pp. 196-201
    • Zhang, Y.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.