On the Exit of One Class of Random Walks from an Interval

• Datum: 2005
• Hauptverfasser: Gusak, D. V., Гусак, Д. В.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2005
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3679
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.