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

作　　者：Huaming WANG 

机构地区：[1]Business College,Beijing Union University,Beijing 100025,China

出　　处：《Frontiers of Mathematics in China》2012年第3期551-559,共9页中国高等学校学术文摘·数学（英文）

摘　　要：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.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.

关 键 词：Random walk 2-type branching process first passage time variance 

分 类 号：O211.62[理学—概率论与数理统计] P618.130.2[理学—数学]