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Reflected nearest-neighbour random walk
...
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
Jump chain
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Words: 42
On
N
, let the chain jump from every
i
≥
1
to
i
+
1
with probability
p
and to
i
−
1
with probability
1
−
p
, and jump from zero to one. It is recurrent exactly when
p
≤
1/2
; at
p
=
1/2
it is null recurrent.
Ancestors
(8)
Jump chain
Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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