Let Xn, Yn be independent simple random walks. Let Zn be (Xn, Yn) truncated to lie in the region Xn ≥ 0, Yn ≥ 0, Xn + Yn a where a is integral. Find the stationary distribution of Zn.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter6: The Trigonometric Functions
Section6.4: Values Of The Trigonometric Functions
Problem 23E
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Let Xn, Yn be independent simple random walks. Let Zn be (Xn, Yn) truncated to lie in the
region Xn ≥ 0, Yn ≥ 0, Xn + Yn a where a is integral. Find the stationary distribution of Zn.
Transcribed Image Text:Let Xn, Yn be independent simple random walks. Let Zn be (Xn, Yn) truncated to lie in the region Xn ≥ 0, Yn ≥ 0, Xn + Yn a where a is integral. Find the stationary distribution of Zn.
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