Another look at independence of hitting place and time for the simple random walk

E. Seneta

Stochastic Processes and their Applications, 1980, vol. 10, issue 1, 101-104

Abstract: Results of Samuels and Wendel for the simple random walk with drift on the integers which assert independence of interarrival times at the sets {a-r, a+r}, r=1, 2..., k and the arrival position in the set {a-k,a+k}, where a is the starting point, are reobtained by treating the walk as a Markov chain, and considering related chains conditional on absorption at a specified barrier.

Date: 1980
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