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.
Original language | English |
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Pages (from-to) | 423-432 |
Number of pages | 10 |
Journal | Journal of Computational and Applied Mathematics |
Volume | 153 |
Issue number | 1-2 |
DOIs | |
Publication status | Published - 1 Apr 2003 |
Externally published | Yes |
Keywords
- Random walk measures
- Random walk polynomials
- Similar random walks
- Transition probabilities