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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| Date: | 2005 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3679 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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