How many random walks correspond to a given set of return probabilities to the origin?
| Autor: | William J. Studden, Holger Dette |
|---|---|
| Rok vydání: | 1996 |
| Předmět: |
Chain sequences
Discrete mathematics Statistics and Probability Class (set theory) Spectral theory Continued fractions Applied Mathematics Simple random sample Random walk Spectral measure Birth–death process Combinatorics Set (abstract data type) Modeling and Simulation Modelling and Simulation Random walks Mathematics |
| Zdroj: | Stochastic Processes and their Applications. 64(1):17-30 |
| ISSN: | 0304-4149 |
| DOI: | 10.1016/s0304-4149(96)00083-x |
| Popis: | We consider the class of simple random walks or birth and death chains on the nonnegative integers. The set of return probabilities P n 00 , 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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