Geodesic
Properties of boundary functionals for a random walk with stable jump distributions
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 20 (2023) no. 1, pp. 455-464

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For a random walk with jumps having strictly stable distributions, we obtain theorems that characterize properties of ladder epochs and ladder heights. We also give exact expressions for the distribution of the sojourn time of the random walk trajectory on the positive semi-axis for a finite number of steps.
Keywords: random walk, ladder epoch, ladder height, strictly stable distribution, sojourn time on the semi-axis. 
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     author = {V. I. Lotov},
     title = {Properties of boundary functionals for a random walk with stable jump distributions},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {455--464},
     publisher = {mathdoc},
     volume = {20},
     number = {1},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2023_20_1_a13/}
}
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V. I. Lotov. Properties of boundary functionals for a random walk with stable jump distributions. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 20 (2023) no. 1, pp. 455-464. http://geodesic.mathdoc.fr/item/SEMR_2023_20_1_a13/