Mean and variance of first passage time of non-homogeneous random walk

doi:10.1007/s11464-012-0175-8

Front Math Chin

2012, Vol. 7

Issue (3) : 551-559 https://doi.org/10.1007/s11464-012-0175-8

RESEARCH ARTICLE

Mean and variance of first passage time of non-homogeneous random walk

Huaming WANG(

)

Business College, Beijing Union University, Beijing 100025, China

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Abstract

The prime concern of this paper is the first passage time of a nonhomogeneous random walk, which is nearest neighbor but able to stay at its position. It is revealed that the branching structure of the walk corresponds to a 2-type non-homogeneous branching process and the first passage time of the walk can be expressed by that branching process. Therefore, one can calculate the mean and variance of the first passage time, though its exact distribution is unknown.

Keywords Random walk 2-type branching process first passage time variance

Corresponding Author(s): WANG Huaming,Email:huamingking@mail.bnu.edu.cn

Issue Date: 01 June 2012

Cite this article:

Huaming WANG. Mean and variance of first passage time of non-homogeneous random walk[J]. Front Math Chin, 2012, 7(3): 551-559.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-012-0175-8
https://academic.hep.com.cn/fmc/EN/Y2012/V7/I3/551

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