Mathematics – Probability
Scientific paper
2011-03-30
Mathematics
Probability
to appear in J. Math. Soc. Japan, 63 (2011)
Scientific paper
This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the obtained estimate, that of the walk absorbed on a half line. The latter is used to evaluate the space-time distribution for the first entrance of the walk into the half line.
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