TY - JOUR
T1 - Random walks with similar transition probabilities
AU - Schiefermayr, Klaus
PY - 2003/4/1
Y1 - 2003/4/1
N2 - 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.
AB - 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.
KW - Random walk measures
KW - Random walk polynomials
KW - Similar random walks
KW - Transition probabilities
UR - http://www.scopus.com/inward/record.url?scp=0037381947&partnerID=8YFLogxK
U2 - 10.1016/S0377-0427(02)00640-4
DO - 10.1016/S0377-0427(02)00640-4
M3 - Article
AN - SCOPUS:0037381947
SN - 0377-0427
VL - 153
SP - 423
EP - 432
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
IS - 1-2
ER -