Two-boundary problems for a random walk
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...
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| Date: | 2007 |
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| Main Authors: | , , , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2007
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3406 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |