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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 1, Pages 166–175
DOI: https://doi.org/10.4213/tvp330 (Mi tvp330) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

A random walk with a skip-free component and the Lagrange inversion formula

O. V. Viskov

Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (562 kB) Citations (2)
DOI: https://doi.org/10.4213/tvp330
Abstract: The paper shows that for a random walk with a skip-free component, distributions of certain first passage times and hitting points are infinitely divisible. The proofs are elementary and based on an algebraic approach to the classical Lagrange formula. This approach permits us to write explicitly the respective Levy measures.
Keywords: Lagrange inversion formula, Heisenberg–Weyl algebra, infinitely divisible distributions, skip-free random walks.
Received: 09.07.1999
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 1, Pages 164–172
DOI: https://doi.org/10.1137/S0040585X97978105
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: O. V. Viskov, “A random walk with a skip-free component and the Lagrange inversion formula”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 166–175; Theory Probab. Appl., 45:1 (2001), 164–172
Citation in format AMSBIB
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\by O.~V.~Viskov
\paper A random walk with a skip-free component and the Lagrange inversion formula
\jour Teor. Veroyatnost. i Primenen.
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\issue 1
\pages 166--175
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1810980}
\zmath{https://zbmath.org/?q=an:0978.60042}
\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 1
\pages 164--172
\crossref{https://doi.org/10.1137/S0040585X97978105}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000167428900013}
Linking options:
  • https://www.mathnet.ru/eng/tvp330
  • https://doi.org/10.4213/tvp330
  • https://www.mathnet.ru/eng/tvp/v45/i1/p166
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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