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→∞.
References
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Work supported by the Central Research Fund of the Hungarian Academy of Sciences (Grant No. 476/82)
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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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DOI: https://doi.org/10.1007/BF00344723
Keywords
- Stochastic Process
- Random Walk
- Probability Theory
- Statistical Theory
- Stationary Distribution