Random walks with similar transition probabilities

Publikation: Beitrag in FachzeitschriftArtikelBegutachtung

4 Zitate (Scopus)

Abstract

We consider random walks on the nonnegative integers with a possible absorbing state at -1. A random walk ? is called α-similar to a random walk ? if there exist constants Cij such that for the corresponding n-step transition probabilities P̃ ij (n)=α-nCijPij (n), i,j≥0, hold. We give necessary and sufficient conditions for the α-similarity of two random walks both in terms of the parameters and in terms of the corresponding spectral measures which appear in the spectral representation of the n-step transition probabilities developed by Karlin and McGregor.

OriginalspracheEnglisch
Seiten (von - bis)423-432
Seitenumfang10
FachzeitschriftJournal of Computational and Applied Mathematics
Jahrgang153
Ausgabenummer1-2
DOIs
PublikationsstatusVeröffentlicht - 1 Apr. 2003
Extern publiziertJa

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