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
Link To Document :
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