Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers Academic Article

abstract

  • A particle moving in inhomogeneous, one-dimensional media is considered. Its velocity changes direction at Poisson times. For such a random process, the backward and forward Kolmogorov equations are derived. The explicit formulas for the probability distributions of this process are obtained, as well as the formulas for similar processes in the presence of reflecting and absorbing barriers.

publication date

  • 1997/7/1

keywords

  • Absorbing
  • Explicit Formula
  • Kolmogorov Equation
  • Probability Distribution
  • Random process
  • Random walk
  • Siméon Denis Poisson
  • random processes
  • random walk

International Standard Serial Number (ISSN)

  • 0040-5779

number of pages

  • 9

start page

  • 857

end page

  • 865