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Random walks with internal degrees of freedom
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  • Published: July 1986

Random walks with internal degrees of freedom

III. Stationary probabilities

  • András Krámli1,
  • Nándor Simányi2 &
  • Domokos Szász2 

Probability Theory and Related Fields volume 72, pages 603–617 (1986)Cite this article

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  • 5 Citations

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Summary

By developing further the method of our previous paper [2] based upon the Keldysh expansion of the resolvent, the asymptotics of the stationary distribution of a random walk with internal states between two barriers at 0 and L is obtained when L→∞.

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References

  1. Krámli, A., Szász, D.: Random walks with internal degrees of freedom. I. Local limit theorems. Z. Wahrscheinlichkeitstheor. Verw. Geb. 63, 85–95 (1983)

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  2. Krámli, A., Szász, D.: Random walks with internal degrees of freedom. II. First-hitting probabilities. Z. Wahrscheinlichkeitstheor. Verw. Geb. 68, 53–64 (1984)

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  8. Sinai, Ya.G.: Random walks and some problems concerning Lorentz gas. Proceedings of the Kyoto Conference. 6–17 (1981)

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Author information

Authors and Affiliations

  1. Computer and Automation Institute, Hungarian Academy of Sciences, Budapest, Hungary

    András Krámli

  2. Mathematical Institute, HAS, POB. 127, 1364, Budapest, Hungary

    Nándor Simányi & Domokos Szász

Authors
  1. András Krámli
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  2. Nándor Simányi
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  3. Domokos Szász
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Additional information

Work supported by the Central Research Fund of the Hungarian Academy of Sciences (Grant No. 476/82)

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Cite this article

Krámli, A., Simányi, N. & Szász, D. Random walks with internal degrees of freedom. Probab. Th. Rel. Fields 72, 603–617 (1986). https://doi.org/10.1007/BF00344723

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  • Received: 25 June 1985

  • Issue Date: July 1986

  • DOI: https://doi.org/10.1007/BF00344723

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Keywords

  • Stochastic Process
  • Random Walk
  • Probability Theory
  • Statistical Theory
  • Stationary Distribution
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