A combinatorial study of two-periodic random walks. Issue 1 (2nd January 2016)

• Record Type: Journal Article
• Authors: Panny, Wolfgang; Prodinger, Helmut
• Is Part Of: Stochastic models. Volume 32:Issue 1(2016)
• Page Start: 160
• Page End: 178
• Publication Date: 2016-01-02
• Subjects: Absorbing boundaries; lattice path; Mellin transform; random walk; singularity analysis; 60G50; 05A16; Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/15326349.2015.1105140
• Languages: English
• ISSNs: 1532-6349

Abstract

ABSTRACT: Two-periodic random walks have up-steps and down-steps of one unit as usual, but the probability of an up-step is α after an even number of steps and β = 1 − α after an odd number of steps, and reversed for down-steps. This concept was studied by Böhm and Hornik [2 ] . We complement this analysis by using methods from (analytic) combinatorics. By using two steps at once, we can reduce the analysis to the study of Motzkin paths, with up-steps, down-steps, and level-steps. Using a proper substitution, we get the generating functions of interest in an explicit and neat form. The parameters that are discussed here are the (one-sided) maximum (already studied by Böhm and Hornik [2 ] ) and the two-sided maximum. For the asymptotic evaluation of the average value of the two-sided maximum after n random steps, more sophisticated methods from complex analysis (Mellin transform, singularity analysis) are required. The approach to transfer the analysis to Motzkin paths is, of course, not restricted to the two parameters under consideration.