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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp330https://doi.org/10.4213/tvp330 https://www.mathnet.ru/eng/tvp/v45/i1/p166
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