Geodesic
A random walk with a skip-free component and the Lagrange inversion formula
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 1, pp. 166-175

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The paper shows that for a random walk with a skip-free component, distributions of certain first passage times and hitting points are infinitely divisible. The proofs are elementary and based on an algebraic approach to the classical Lagrange formula. This approach permits us to write explicitly the respective Levy measures.
Mots-clés : Lagrange inversion formula
Keywords: Heisenberg–Weyl algebra, infinitely divisible distributions, skip-free random walks. 
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     author = {O. V. Viskov},
     title = {A random walk with a skip-free component and the {Lagrange} inversion formula},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     publisher = {mathdoc},
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     number = {1},
     year = {2000},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_1_a8/}
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O. V. Viskov. A random walk with a skip-free component and the Lagrange inversion formula. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 1, pp. 166-175. http://geodesic.mathdoc.fr/item/TVP_2000_45_1_a8/