The Ruin Problem for Sums of Dependent Random Variables
Canadian mathematical bulletin, Tome 23 (1980) no. 3, pp. 333-337

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In this paper we show how to compute the probability that a sequence Zn = X0 + ... + Xn of partial sums of dependent random variables, each taking on the values ±1, will first leave an interval (a, b) at a; and how to compute the expected time it takes for the partial sums to leave the interval (a, b).
Johnson, Dudley Paul. The Ruin Problem for Sums of Dependent Random Variables. Canadian mathematical bulletin, Tome 23 (1980) no. 3, pp. 333-337. doi: 10.4153/CMB-1980-047-2
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     title = {The {Ruin} {Problem} for {Sums} of {Dependent} {Random} {Variables}},
     journal = {Canadian mathematical bulletin},
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     year = {1980},
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