Abstract
We consider random walks on the nonnegative integers with a possible absorbing state at -1. Two such random walks X and Y are called k-similar if there exist constants C(i,j) such that for the n-step transition probabilities $\Pw_{ij}(n)=k^{-n}C(i,j)P_{ij}(n)$ hold. We give necessary and sufficient conditions for the k-similarity of two random walks both in terms of the parameters and in terms of the corresponding spectral measures which appear in the spectral representation of the n-step transition probabilities developed by Karlin and McGregor.
Original language | English |
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Pages (from-to) | 423-432 |
Number of pages | 10 |
Journal | Journal of Computational and Applied Mathematics |
Volume | 153 |
Issue number | 1-2 |
DOIs | |
Publication status | Published - 2003 |
Fields of science
- 101002 Analysis
- 101024 Probability theory