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Transient Random Walk

  • Frank Spitzer
Part of the Graduate Texts in Mathematics book series (GTM, volume 34)

Abstract

One might try to develop a theory for transient random walk along the same lines as in Chapter III for recurrent random walk in the plane. The first order of business would then be the calculation of hitting probabilities H B ,(x,y) for finite subsets B of the state space R. That turns out to be extremely easy in the transient case, and will be accomplished in a few lines in the beginning of section 25 (P25.1). The following discussion will clarify our reasons for deferring this calculation.

Keywords

Random Walk Green Function Regular Function Simple Random Walk Renewal Theorem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Frank Spitzer 1964

Authors and Affiliations

  • Frank Spitzer
    • 1
  1. 1.Department of MathematicsCornell UniversityIthacaUSA

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