One dimensional lattice random walks with absorption at a point/on a half line

Kohei Uchiyama

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One dimensional lattice random walks with absorption at a point/on a half line

机译：一维晶格随机在点/半线上吸收

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摘要

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the obtained estimate, that of the walk absorbed on a half line. The latter is used to evaluate the space-time distribution for the first entrance of the walk into the half line.

机译：本文涉及在整数晶格上移动并具有零均值和有限方差的随机游动。我们首先获得在原点吸收的步行的过渡概率的渐近估计，然后使用获得的估计，吸收在半线上的步行的过渡概率。后者用于评估步道第一次进入半线的时空分布。

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来源
《Journal of the Mathematical Society of Japan》 |2011年第2期|p.675-713|共39页
作者
Kohei Uchiyama;
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作者单位

Department of Mathematics Tokyo Institute of Technology Oh-okayama, Meguro Tokyo 152-8551, Japan;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
absorption; transition probability; asymptotic estimate; one dimensional random walk;

机译：吸收过渡概率渐近估计一维随机游走;

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6. Random walk properties from lattice bond enumeration: Steady-state diffusion on two- and three-dimensional lattices with traps [O] . Kurt E. Shuler, Udayan Mohanty 1982

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7. One dimensional lattice random walks with absorption at a point / on a half line [O] . Uchiyama, Kohei 2011

机译：一维晶格随机在一点/一点上吸收半行
8. Bounds on Absorption Probabilities for the m-Dimensional Random Walk. [R] . morton,thomas e. wecker,william e. 1975

机译：m维随机游动的吸收概率界。

One dimensional lattice random walks with absorption at a point/on a half line

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