arXiv subjects

T. J. van Uem

Publications and source records attributed to T. J. van Uem.

2 recordsLinked to original sources

arXiv2021

Random walk on a diagonal lattice with absorbing boundaries

We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and the dodecahedron variant. In two dimensions we obtain explicit formula in case of rotated barriers.

math.PR↗

arXiv2013

Stopping strategies and gambler's ruin problem

We obtain absorption probabilities and expected time until absorption for different stopping strategies in gambler's ruin problem using the concept of multiple function barriers

math.PR↗