We investigate the first-crossing-time problem through unit-slope straight lines for a two-dimensional random walk whose single-step probabilities are symmetrically related. The transition probabilities conditioned by non-absorbtion at unit-slope straight lines and the first-crossing probabilities through such boundaries are expressed in term of the transition probabilities in the absence of boundaries. The probabilities of ultimate crossing are also given. An application to population models is finally indicated
Let Rn = max0≤j≤n Sj - Sn be a random walk Sn reflected in its maximum. Except in the trivial case w...
Insight into a number of interesting questions in cosmology can be obtained from the first crossing ...
AbstractIn part I we proved for an arbitrary one-dimensional random walk with independent increments...
We investigate the first-crossing-time problem through unit-slope straight lines for a two-dimensi...
For a two--dimensional random walk with correlated components the first crossing time probability p...
Abstract. We investigate crossing path probabilities for two agents that move randomly in a bounded ...
This thesis provides a study of various boundary problems for one and two dimensional random walks. ...
We present an analytical approach to study simple symmetric random walks on a crossing geometry cons...
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from ...
We present a new method to compute the first crossing distribution in excursion set theory for the c...
We study the asymptotic tail probability of the first-passage time over a moving boundary for a rand...
Let Rn = max0≤j≤n Sj - Sn be a random walk Sn reflected in its maximum. Except in the trivial case w...
Insight into a number of interesting questions in cosmology can be obtained from the first crossing ...
AbstractIn part I we proved for an arbitrary one-dimensional random walk with independent increments...
We investigate the first-crossing-time problem through unit-slope straight lines for a two-dimensi...
For a two--dimensional random walk with correlated components the first crossing time probability p...
Abstract. We investigate crossing path probabilities for two agents that move randomly in a bounded ...
This thesis provides a study of various boundary problems for one and two dimensional random walks. ...
We present an analytical approach to study simple symmetric random walks on a crossing geometry cons...
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from ...
We present a new method to compute the first crossing distribution in excursion set theory for the c...
We study the asymptotic tail probability of the first-passage time over a moving boundary for a rand...
Let Rn = max0≤j≤n Sj - Sn be a random walk Sn reflected in its maximum. Except in the trivial case w...
Insight into a number of interesting questions in cosmology can be obtained from the first crossing ...
AbstractIn part I we proved for an arbitrary one-dimensional random walk with independent increments...