Recent content by andrews.mark

Hi Focus, that is very helpful. thanks again. -m

Hi Focus. Thanks for the advice. Very helpful indeed. But what exactly does x_i mean? I presume it is the probability of a particle hitting barrier "a" having started at position i. I am inferring that on the basis of the difference equation. I presume that everything messier when we ask of the...

Mathman, many thanks! I checked out the book you suggested. It is great. By the way, I also found a book by Cox and Miller on Stochastic processes that is very helpful too. thank you, Mark

Hi - I am trying to find the probability of hitting one of two boundaries in a simple random walk (I describe the problem precisely below). Actually, my main concern is to find the probability distribution over time to hit either one of two boundaries. I think that this is a very standard...