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A Note on Absorption Probabilities for a Random Walk Between a Reflecting and an Absorbing Barrier
Published online by Cambridge University Press: 14 July 2016
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Generating functions for the absorption probabilities for a random walk on the integers {0,1, …, b}, where 0 is an absorbing barrier and b a semi-reflecting barrier have been obtained by Weesakul [1] and Neuts [2]. However, determination of explicit expressions for the absorption probabilities from the generating functions is generally quite difficult. In this note, two cases where this is possible are presented.
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