Random Walks in the~Positive Quadrant.~III. Constants in an integral and a~local theorem
Matematičeskie trudy, Tome 4 (2001) no. 1, pp. 68-93
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In this article, we obtain precise formulas for constants in the local and integral theorems proven in [1, 2]. We also propose a version of the integral theorem which complements the main result of [2] and give a probabilistic interpretation of a solution to an integral equation in the positive quadrant.
@article{MT_2001_4_1_a4,
author = {A. A. Mogul'skii and B. A. Rogozin},
title = {Random {Walks} in {the~Positive} {Quadrant.~III.} {Constants} in an integral and a~local theorem},
journal = {Matemati\v{c}eskie trudy},
pages = {68--93},
publisher = {mathdoc},
volume = {4},
number = {1},
year = {2001},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MT_2001_4_1_a4/}
}
TY - JOUR AU - A. A. Mogul'skii AU - B. A. Rogozin TI - Random Walks in the~Positive Quadrant.~III. Constants in an integral and a~local theorem JO - Matematičeskie trudy PY - 2001 SP - 68 EP - 93 VL - 4 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/MT_2001_4_1_a4/ LA - ru ID - MT_2001_4_1_a4 ER -
A. A. Mogul'skii; B. A. Rogozin. Random Walks in the~Positive Quadrant.~III. Constants in an integral and a~local theorem. Matematičeskie trudy, Tome 4 (2001) no. 1, pp. 68-93. http://geodesic.mathdoc.fr/item/MT_2001_4_1_a4/