Hostname: page-component-74656f9884-npj9w Total loading time: 0 Render date: 2026-11-10T10:06:20.640Z Has data issue: false hasContentIssue false
  • English
  • Français

A note on random walks. II

Published online by Cambridge University Press:  14 July 2016

T. P. Speed
T. P. Speed*
Affiliation:
University of Sheffield
Get access Rights & Permissions [Opens in a new window]

Abstract

The various duality results existing for two-barrier random walks are unified. Particular cases in the literature involving reflecting and reversing are deduced as corollaries.

Keywords

RANDOM WALKDUALITYREVERSINGREFLECTINGLADDER INDICES

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 10 , Issue 1 , March 1973 , pp. 218 - 222
Copyright
Copyright © Applied Probability Trust 1973 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

[1] Doob, J. L. (1953) Stochastic Processes. John Wiley, New York.Google Scholar
[2] Feller, W. (1966) An Introduction to Probability Theory and its Applications Vol. II. John Wiley, New York.Google Scholar
[3] Keilson, J. (1965) Green's Function Methods in Probability Theory. Griffin, London.Google Scholar
[4] Loynes, R. M. (1962) The stability of a queue with non-independent interarrival and service times. Proc. Camb. Phil. Soc. 58, 497–520.CrossRefGoogle Scholar
[5] Nelson, E. (1958) The adjoint Markoff process. Duke Math. J. 25, 671–690.Google Scholar
[6] Phatarfod, R. M., Speed, T. P. and Walker, A. M. (1971) A note on random walks. J. Appl. Prob. 8, 198–201.Google Scholar
[7] Prabhu, N. U. (1965) Queues and Inventories. John Wiley, New York.Google Scholar