Conditional expected durations of play given the ultimate outcome for a correlated random walk

A. Mukherjea and D. Steele

Statistics & Probability Letters, 1986, vol. 4, issue 5, 237-243

Abstract: In this paper, we use difference equation methods to present a derivation of the conditional expected durations of play for the correlated walk conditional upon absorption at 0 and absorption at a.

Keywords: correlated; walk; conditional; expected; duration (search for similar items in EconPapers)
Date: 1986
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