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This article is cited in 7 scientific papers (total in 7 papers)
On the number of crossings of a strip by sample paths of a random walk
V. I. Lotov, N. G. Orlova Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
Exact expressions are obtained for the distribution of the total number of crossings of a strip by sample paths of a random walk whose jumps have a two-sided geometric distribution.
The distribution of the number of crossings during a finite time interval is found in explicit form for walks with jumps taking the values $\pm1$. A limit theorem is proved for
the joint distribution of the number of crossings of an expanding strip on a finite (increasing) time interval and the position of the walk at the end of this interval, and the corresponding limit distribution is found.
Received: 19.03.2002 and 21.03.2003
Citation:
V. I. Lotov, N. G. Orlova, “On the number of crossings of a strip by sample paths of a random walk”, Sb. Math., 194:6 (2003), 927–939
Linking options:
https://www.mathnet.ru/eng/sm746https://doi.org/10.1070/SM2003v194n06ABEH000746 https://www.mathnet.ru/eng/sm/v194/i6/p135
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Abstract page: | 515 | Russian version PDF: | 243 | English version PDF: | 13 | References: | 76 | First page: | 1 |
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