One Dimensional Random Walk with a Partially Reflecting Barrier
Lehner, G.
Ann. Math. Statist., Tome 34 (1963) no. 4, p. 405-412 / Harvested from Project Euclid
In the present paper we consider the one dimensional random walk of a particle restricted by a partially reflecting barrier. The reflecting barrier is described by a coefficient of reflection $r$. The probability of finding a particle at a lattice point $m$ after $N$ steps is calculated and expressed in terms of hypergeometric functions of the $_2F_1$-type. Other theorems are deduced concerning the one dimensional random walk. For instance the number of paths leading from one lattice point to another lattice point in $N$ steps and showing a given number of reflections at the barrier is calculated.
Publié le : 1963-06-14
Classification: 
@article{1177704151,
     author = {Lehner, G.},
     title = {One Dimensional Random Walk with a Partially Reflecting Barrier},
     journal = {Ann. Math. Statist.},
     volume = {34},
     number = {4},
     year = {1963},
     pages = { 405-412},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177704151}
}
Lehner, G. One Dimensional Random Walk with a Partially Reflecting Barrier. Ann. Math. Statist., Tome 34 (1963) no. 4, pp.  405-412. http://gdmltest.u-ga.fr/item/1177704151/