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First-passage times for the partial sums of a sequence of geometric distributions
A. J. Woods
Journal:

Journal of Applied Probability / Volume 19 / Issue 2 / June 1982

Published online by Cambridge University Press:

14 July 2016, pp. 430-432

Print publication:

June 1982
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It is shown here that questions about the probability distributions of the partial sums of a sequence of geometric distributions, all with different parameters, can be answered by considering the transition probabilities of a homogeneous Markov chain. The result is applied to the embedded random walk of an epidemic process.

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First-passage times for the partial sums of a sequence of geometric distributions