The correlated random walk with boundaries: A combinatorial solution

Authors
Bohm, W
Citation
W. Bohm, The correlated random walk with boundaries: A combinatorial solution, J APPL PROB, 37(2), 2000, pp. 470-479
Citations number
14
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF APPLIED PROBABILITY
ISSN journal
00219002 → ACNP
Volume
37
Issue
2
Year of publication
2000
Pages
470 - 479
Database
ISI
SICI code
0021-9002(200006)37:2<470:TCRWWB>2.0.ZU;2-B
Abstract
The transition functions for the correlated random walk with two absorbing boundaries are derived by means of a combinatorial construction which is ba sed on Krattenthaler's theorem for counting lattice paths with turns. Resul ts for walks with one boundary and for unrestricted walks are presented as special cases. Finally we give an asymptotic formula, which proves to be us eful for computational purposes.