On absorption probabilities for a random walk between two different barriers
Annales de la Faculté des sciences de Toulouse : Mathématiques, Serie 6, Volume 1 (1992) no. 1, p. 95-103
@article{AFST_1992_6_1_1_95_0,
author = {El-Shehawy, Ahmed},
title = {On absorption probabilities for a random walk between two different barriers},
journal = {Annales de la Facult\'e des sciences de Toulouse : Math\'ematiques},
publisher = {Universit\'e Paul Sabatier},
volume = {Ser. 6, 1},
number = {1},
year = {1992},
pages = {95-103},
zbl = {0765.60071},
mrnumber = {1191730},
language = {en},
url = {http://www.numdam.org/item/AFST_1992_6_1_1_95_0}
}

El-Shehawy, Ahmed. On absorption probabilities for a random walk between two different barriers. Annales de la Faculté des sciences de Toulouse : Mathématiques, Serie 6, Volume 1 (1992) no. 1, pp. 95-103. http://www.numdam.org/item/AFST_1992_6_1_1_95_0/

[1] Blasi (A.) .- On a random walk between a reflecting and absorbing barrier, Ann. Probability, 4 (1976) pp. 695-696. | MR 407996 | Zbl 0342.60050

[2] Cox (D.R.) and Miller (H.D.) .- The theory of stochastic processes, Methuen, London (1965). | MR 192521 | Zbl 0149.12902

[3] Feller (W.) .- An Introduction to probability theory and its applications, (third edition) Vol. 1, John Wiley, New York (1968). | MR 228020 | Zbl 0155.23101

[4] Hardin (J.C.) and Sweet (A.L.) .- A note on absorption probabilities for a random walk between a reflecting and an absorbing barrier, J. Appl. Prob., 6 (1969) pp. 224-226. | MR 243622 | Zbl 0176.47801

[5] Kennedy (D.P.) .- Some martingales related to cumulative sum tests and single-server queues, Stoch. Proc. Appl., 4 (1976) pp. 261-269. | MR 420834 | Zbl 0338.60030

[6] Khan (R.A.) .- On cumulative sum procedures and the SPRT applications, J. R. Statist. Soc., B 64 (1984) pp. 79-85. | MR 745219 | Zbl 0543.62058

[7] Munford (A.G.) .- A first passage problem in a random walk with a quality control application, J. R. Statist. Soc., B 43 (1981) pp. 142-146. | MR 626758 | Zbl 0477.60082

[8] Murthy (K.P.N.) and Kehr (K.W.) .- Mean first-passage time of random walks on a random lattice, Phys. Rev., A 40, N4 (1989) pp. 2082-2087.

[9] Neuts (M.F.) .- Absorption probabilities for a random walk between a reflecting and an absorbing barrier, Bull. Soc. Math. Belgique, 15 (1963) pp. 253-258. | MR 160275 | Zbl 0118.33501

[10] Stadje (W.) .- Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues, J. Appl. Prob., 24 (1987) pp. 200-214. | MR 876181 | Zbl 0611.60093

[11] Weesakul (B.) .- The random walk between a reflecting and an absorbing barrier, Ann. Math. Statist., 32 (1961) pp. 765-769. | MR 125641 | Zbl 0109.10903