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 |
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Hauptverfasser: | , |
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. |
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ISSN: | 0036-1399 1095-712X |
DOI: | 10.1137/0147072 |