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Forward Jump Random Walk

Mar 29, 2024 · 1 min read
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R code for calculating state-arrival probabilities, probability mass functions, hitting times, and the expected value and variance of hitting times for a forward-jump random walk.

Last updated on Mar 29, 2024
R Stochastic Processes Hitting Time Reproducible Research
Pasin Marupanthorn
Authors
Pasin Marupanthorn
Quantitative Researcher · PhD · CQF
SET Factor Model Jan 25, 2024 →
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© 2026 Pasin Marupanthorn. This work is licensed under CC BY NC ND 4.0

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