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January 1, 1965Journal of the Royal Statistical Society Series D (The Statistician)

Principles of Random Walk.

D. V. Lindley Frank Spitzer

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Abstract

I. The Classification of Random Walk.- II. Harmonic Analysis.- III. Two-Dimensional Recurrent Random Walk.- IV. Random Walk on a Half-Line.- V. Random Walk on a Interval.- VI. Transient Random Walk.- VII. Recurrent Random Walk.- Supplementary Bibliography.

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Lindley et al. (1965) studied this question.

synapsesocial.com/papers/6a1acde3e916fa6dd3b90483 https://doi.org/10.2307/2987393

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