Two-boundary problems for a random walk

• Datum: 2007
• Hauptverfasser: Yezhov, I. I., Kadankov, V. F., Kadankova, T. V., Ежов, И. И., Каданков, В. Ф., Каданкова, Т. В.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2007
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3406
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We solve main two-boundary problems for a random walk. The generating function of the joint distribution of the first exit time of a random walk from an interval and the value of the overshoot of the random walk over the boundary at exit time is determined. We also determine the generating function...