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On some probability distributions associated with random walks
Authors:PC Consul
Institution:Department of Mathematics and Statistics , University of Calgary , Calgary, Alberta, T2N 1N4, Canada
Abstract:The probability distribution of the total number of games to ruin in a gambler's ruin random walk with initial position n, the probability distribution of the total size of an epidemic starting with n cases and the probability distribution of the number of customers served during a busy period M/M/1 when the service starts with n waiting customers are identical. All these can be easily obtained by using Lagrangian expansions instead of long combinatorial methods. The binomial, trinomial, quadrinomial and polynomial random walks of a particle have been considered with an absorbing barrier at 0 when the particle starts its walks from a point n, and the pgfs. and the probability distributions of the total number of jumps (trials) before absorption at 0 have been obtained. The values for the mean and variance of such walks have also been given.
Keywords:Binomial  Trinomial and Polynomial Random Walks  gambler's ruin  Lagrangian expansions and probability distributions  generating functions
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