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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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Bibliographic Details
Date:	2007
Main Authors:	Yezhov, I. I., Kadankov, V. F., Kadankova, T. V., Ежов, И. И., Каданков, В. Ф., Каданкова, Т. В.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2007
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3406
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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