Modified discrete random walk with absorption

Details Modified discrete random walk with absorption Modified discrete random walk with absorption

2009-03-02

arxiv.org/abs/0903.0364v1

Mathematics

Probability

14 pages

Scientific paper

We obtain expected number of arrivals, probability of arrival, absorption probabilities and expected time before absorption for a modified discrete random walk on the (sub)set of integers. In a [pqrs] random walk the particle can move one step forward or backward, stay for a moment in the same state or it can be absorbed immediately in the current state. M[pqrs] is a modified version, where probabilities on both sides of a multiple function barrier M are of different [pqrs] type.

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