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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 4, Pages 731–736
(Mi tvp1939)
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Short Communications
Limit theorems for asymmetric random walk
O. G. Miklukhin Kiev
Abstract:
The paper deals with an asymmetric random walk with transition probabilities $p_{k,k+1}=p$, $p_{k,k-1}=1-p=q<p$. Let $S_k$ be the location of the system at time $k$; $f(k)$ be a function determined for all integers $k$. For some class of functions $f$ the limit behavior as $p-q\to0$ of the functionals of the type $\sum_{k=0}^\infty f(S_k)$ is studied.
Received: 18.07.1967
Citation:
O. G. Miklukhin, “Limit theorems for asymmetric random walk”, Teor. Veroyatnost. i Primenen., 15:4 (1970), 731–736; Theory Probab. Appl., 15:4 (1970), 710–715
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https://www.mathnet.ru/eng/tvp1939 https://www.mathnet.ru/eng/tvp/v15/i4/p731
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Abstract page: | 233 | Full-text PDF : | 133 |
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