I am trying to study the
properties (hitting time of absorbing
boudaries, etc.) of a random walk
whose increments can be {-M,-(M-1),...,-1,1,2,...,M}
where M >=1, an integer. I see analysis in most books
for M=1. Is there any result or general result for
M > 1? Any reference would help.
Thanks.
Mouli
.
.
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