Geodesic
Some identities related to the exit of a~random walk out of a~segment and a~semi-interval
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 104-119

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The paper deals with the distribution of the first exit time of a random walk out of a segment and a semi-interval. 
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     author = {E. A. Pechersky},
     title = {Some identities related to the exit of a~random walk out of a~segment and a~semi-interval},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {104--119},
     publisher = {mathdoc},
     volume = {19},
     number = {1},
     year = {1974},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a7/}
}
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E. A. Pechersky. Some identities related to the exit of a~random walk out of a~segment and a~semi-interval. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 1, pp. 104-119. http://geodesic.mathdoc.fr/item/TVP_1974_19_1_a7/