Abstract
A duality result of Lindley expressing probabilities for the position after n steps of a random walk restricted to a horizontal strip as absorption probabilities for unrestricted walk is proved by introducing the notion of oscillations of monotone amplitude. Additional information is obtained as well as extension to arbitrary restricting boundary.
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© 1977 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Imhof, J.P. (1977). Oscillations of Monotone Amplitude and Application. In: Kožešnik, J. (eds) Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians. Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians, vol 7A. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-9910-3_29
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DOI: https://doi.org/10.1007/978-94-010-9910-3_29
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-9912-7
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