Alternative Methods For Solving Some Random Walk Problems: First Passage Times

Published: 2026-08-19

DOI: 10.9734/ajpas/2026/v28i8939

Page: 220-232


Felgona Tana Omondi *

Maseno University, Kisumu, Kenya.

Fredrick Onyango

Maseno University, Kisumu, Kenya.

Isaac Owino

Maseno University, Kisumu, Kenya.

*Author to whom correspondence should be addressed.


Abstract

This study examines alternative methods for solving selected first-passage-time problems in one-dimensional random walks. A simple random walk is considered in which movement to the right occurs with probability p and movement to the left with probability q=1p. The study focuses on first-passage-time probabilities, expected values, variances, and the jth passage time. Its central approach is a proposed counting formula linked to Catalan numbers and related combinatorial identities. The counting structure is used to represent the probability of reaching x=1 for the first time after an odd number of steps and to obtain a Catalan-number form for the first passage-time distribution. The manuscript further derives the expected value and variance of the first passage time using two approaches,! including! generating-function arguments and the proposed counting method. In addition, counted coefficients for successive passage times are examined and used to formulate a general expression for the jth passage time through a Catalan-Ballot convolution identity. The results illustrate a combinatorial connection between first-passage-time probabilities and Catalan-number structures while providing an alternative route to quantities that have also been approached by difference equations, conditioning, generating functions, and related probabilistic methods. The analysis is restricted to one-dimensional random walks, and the direct applicability of the proposed counting formula to higherdimensional walks is not established.

Keywords: First passage time, Catalan numbers, jth passage time, random walks, ballot numbers, recurrence relations, generating functions, combinatorial methods


How to Cite

Omondi, Felgona Tana, Fredrick Onyango, and Isaac Owino. 2026. “Alternative Methods For Solving Some Random Walk Problems: First Passage Times”. Asian Journal of Probability and Statistics 28 (8):220-32. https://doi.org/10.9734/ajpas/2026/v28i8939.

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