A factorization method in boundary crossing problems for random walks

MaRDI QIDQ5213244zbMATH OpenFDO

Authors V. I. Lotov

Publication date 31 January 2020

zbMATH Keywords

asymptotic expansionsboundary crossing problemsfactorizationrandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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