Method of images. 14 Let p = q = In a random walk in (0, co) with
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Method of images. 14 Let p = q = In a random walk in (0, co) with an absorbing barrier at the origin and initial position at > 0, let uz,n(x) be the probability that the nth step takes the particle to the position x > 0.
Show that un() v-z,n - Va+z,n' [Hint: Show that a difference equation corre- sponding to (4.1) and the appropriate boundary conditions are satisfied.]
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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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