The classical ruin problem on a finite solvable group

For the classical ruin problem (a special case of a cyclic group), we use an explicit expression for the characteristic function of the time of first hitting an arbitrary subset of a finite solvable group by a random walk, “from” a fixed subset, to obtain a new proof of the well-known formula which...

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Bibliographic Details
Date:1993
Main Authors: Zhdanova, Yu. D., Жданова, Ю. Д.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1993
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5817
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal