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
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