Geodesic
Finding in explicit form the distribution of the supremum of a random walk on a Markov chain
Matematičeskie trudy, Tome 1 (1982), pp. 139-146.

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     author = {K. Arndt},
     title = {Finding in explicit form the distribution of the supremum of a random walk on a {Markov} chain},
     journal = {Matemati\v{c}eskie trudy},
     pages = {139--146},
     publisher = {mathdoc},
     volume = {1},
     year = {1982},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_1982_1_a10/}
}
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K. Arndt. Finding in explicit form the distribution of the supremum of a random walk on a Markov chain. Matematičeskie trudy, Tome 1 (1982), pp. 139-146. http://geodesic.mathdoc.fr/item/MT_1982_1_a10/