A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 2, pp. 345-349
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This paper is essentially an improved result from [V. I. Lotov and N. G. Orlova, Sb. Math., 194 (2003), pp. 927–939], where a formula was obtained for the distribution of the number of crossings of a strip by paths of a random walk defined by an infinite sequence of the partial sums of independent random variables having a common “two-sided geometric” distribution.
Keywords:
random walk, partial sum process, Markovian property of jump.
@article{TVP_2008_53_2_a7,
author = {I. S. Borisov},
title = {A {Note} on the {Distribution} of the {Number} of {Crossings} of a {Strip} by a {Random} {Walk}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {345--349},
publisher = {mathdoc},
volume = {53},
number = {2},
year = {2008},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_2_a7/}
}
TY - JOUR AU - I. S. Borisov TI - A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2008 SP - 345 EP - 349 VL - 53 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2008_53_2_a7/ LA - ru ID - TVP_2008_53_2_a7 ER -
I. S. Borisov. A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 2, pp. 345-349. http://geodesic.mathdoc.fr/item/TVP_2008_53_2_a7/