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This article is cited in 7 scientific papers (total in 7 papers)
Short Communications
A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk
I. S. Borisov Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
This paper is essentially an improved result from [V. I. Lotov and N. G. Orlova, Sb. Math., 194 (2003), pp. 927–939], where a formula was obtained for the distribution of the number of crossings of a strip by paths of a random walk defined by an infinite sequence of the partial sums of independent random variables having a common “two-sided geometric” distribution.
Keywords:
random walk, partial sum process, Markovian property of jump.
Received: 21.06.2005 Revised: 10.01.2008
Citation:
I. S. Borisov, “A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 345–349; Theory Probab. Appl., 53:2 (2009), 312–316
Linking options:
https://www.mathnet.ru/eng/tvp2413https://doi.org/10.4213/tvp2413 https://www.mathnet.ru/eng/tvp/v53/i2/p345
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