Trinomial random walk with one or two imperfect absorbing barriers

被引:3
|
作者
El-Shehawey, M. A. [1 ]
机构
[1] Fac Sci Damietta, Dept Math, New Damietta, Egypt
关键词
random walk; imperfect absorbing barrier; difference equation generating function; absorption probability;
D O I
10.2478/s12175-008-0080-5
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Trinomial random walk, with one or two barriers, on the non-negative integers is discussed. At the barriers, the particle is either annihilated or reflects back to the system with respective probabilities 1 - rho, rho at the origin and 1 - omega, omega at L, 0 <= rho, omega <= 1. Theoretical formulae are given for the probability distribution, its generating function as well as the mean of the time taken before absorption. In the one-boundary case, very qualitatively different asymptotic forms for the result, depending on the relationship between transition probabilities and the annihilation probability, are obtained.
引用
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页码:353 / 376
页数:24
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