Geodesic
The distribution of the first ladder moment and height and fluctuations of random walk
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 593-613 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $\xi_1,\xi_2,\dots$ be independent identically destributed random variables, and let $S_0=0$, $S_n=\sum_{i=1}^n\xi_i$, $T=\min\{n\colon S_n>0\}$, $H=S_T$. In the paper, the distributions of $T$ and $H$ are investigated. 
@article{TVP_1971_16_4_a0,
     author = {B. A. Rogozin},
     title = {The distribution of the first ladder moment and height and fluctuations of random walk},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {593--613},
     year = {1971},
     volume = {16},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a0/}
}
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B. A. Rogozin. The distribution of the first ladder moment and height and fluctuations of random walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 593-613. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a0/