Continuation. If the random walk is restricted to (0, a) and both barriers are absorbing, then (9.1)
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Continuation. If the random walk is restricted to (0,
a) and both barriers are absorbing, then (9.1) - Uz,n(x) = {Vk-2kan - Vz+z2ka,n}, the summation extending over all k, positive or negative (only finitely many terms are different from zero). If both barriers are reflecting, equation (9.1) holds with minus replaced by plus and x + z replaced by x + z = 1.
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Related Book For
An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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