One-Dimensional Random Walk in Alternating Homogeneous Domains

We consider the prototypical case of a lattice that is homogeneous in the large but inhomogeneous in the small-a one-dimensional random walk with alternating homogeneous lattice fragments and appropriate boundary probabilities. The generating function for the probability distribution of being at pos...

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Veröffentlicht in:SIAM journal on applied mathematics 1987-10, Vol.47 (5), p.1103-1111
Hauptverfasser: Percus, Ora E., Percus, Jerome K.
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider the prototypical case of a lattice that is homogeneous in the large but inhomogeneous in the small-a one-dimensional random walk with alternating homogeneous lattice fragments and appropriate boundary probabilities. The generating function for the probability distribution of being at position x after N steps is obtained. We also find various asymptotic forms and limiting distributions as a function of the step probability and the lattice fragments.
ISSN:0036-1399
1095-712X
DOI:10.1137/0147072