Specifying absorption probabilities for the simple random walk

W. D. Ray

Stochastic Processes and their Applications, 1976, vol. 4, issue 3, 243-252

Abstract: In the theory of the simple random walk an important problem is the determination of absorption probabilities. This paper considers the inverse problem in which for specified absorption probabilities, feasible regions are determined for the set of possible initial probability vectors which could generate such probabilities.

Date: 1976
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