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Transition probability matrices for correlated random walks
Published online by Cambridge University Press: 14 July 2016
Abstract
For correlated random walks a method of transition probability matrices as an alternative to the much-used methods of probability generating functions and difference equations has been investigated in this paper. To illustrate the use of transition probability matrices for computing the various probabilities for correlated random walks, the transition probability matrices for restricted/unrestricted one-dimensional correlated random walk have been defined and used to obtain some of the probabilities.
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- Copyright © Applied Probability Trust 1980
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