• Title of article

    How many random walks correspond to a given set of return probabilities to the origin?

  • Author/Authors

    Dette، نويسنده , , Holger and Studden، نويسنده , , William J.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    14
  • From page
    17
  • To page
    30
  • Abstract
    We consider the class of simple random walks or birth and death chains on the nonnegative integers. The set of return probabilities Pn00, n ⩾ 0, uniquely determines the spectral measure of the process. We characterize the class of simple random walks with the same spectral measure or same return probabilities to the origin. The analysis is based on the spectral theory developed by Karlin and McGregor (1959), continued fractions and canonical moments.
  • Keywords
    Continued fractions , Chain sequences , Random walks
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1996
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575933