Absorption probabilities for a random walk between two partially absorbing boundaries: I

Journal of Physics A: Mathematical and General

Volumn 33, Issue 49, 2000, Pages 9005-9013

  El Shehawey, Mohamed A ^a  

^a MANSOURA UNIVERSITY   (Egypt)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034670458     PISSN: 03054470     EISSN: None     Source Type: Journal    
DOI: 10.1088/0305-4470/33/49/301     Document Type: Article

References (8)

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2. Cox D R and Miller H D 1965 The Theory of Stochastic Processes (London: Methuen)
3. El-Shehawey M A 1994 On the frequency count for a random walk with absorbing boundaries: a carcinogenesis example. I J. Phys. A: Math. Gen. 27 7035-46
4. Feller W 1968 An Introduction to Probability Theory and its Applications vol 1, 3rd edn (New York: Wiley)
5. Kac M 1954 Random walk and the theory of Brownian motion Selected Papers on Noise and Stochastic Processes ed N Wax (New York: Dover)
6. Parzen E 1962 Stochastic Process (London: Holden-Day)
7. Percus O E 1985 Phase transition in one-dimensional random walk with partially reflecting boundaries Adv. Appl. Prob. 17 594-606
8. Stern F 1975 Conditional expectation of the duration in the classical ruin problem Math. Mag. 48 200-3