On the Exit of One Class of Random Walks from an Interval
We consider the random walk $S_n = \sum_{k\leqn}\xi_k \quad (S_n = 0)$ whose characteristic function of jumps $\xi_k$ satisfies the condition of almost semicontinuity. We investigate the problem of the exit of such $S_n$ from a finite interval.
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| Datum: | 2005 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3679 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We consider the random walk $S_n = \sum_{k\leqn}\xi_k \quad (S_n = 0)$ whose characteristic function of jumps $\xi_k$
satisfies the condition of almost semicontinuity. We investigate the problem of the exit of such $S_n$ from a finite interval. |
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