Distribution of Shifted Discrete Random Walk and Vandermonde matrices

Abstract: In this work we set up the generating function of the ultimate time survival probability

v a r p h i (u + 1)

, where

varphi(u)=mathbb{P}left(sup_{ngeqslant 1}sum_{i=1}^{n}left(X_i-kappa ight)<u ight)

and

u i n m a t h b b N_{0},, k a p p a i n m a t h b b N

, and the random walk

l e f t s u m_{i = 1}^{n} X_{i},, n i n m a t h b b N i g h t

consists of independent and identically distributed random variables

X_{i}

, which are non-negative and integer valued. We also give expressions of

v a r p h i (u)

via the roots of certain polynomials. Based on the proven theoretical statements, we give several examples on

v a r p h i (u)

and its generating function expressions, when random variables

X_{i}

admit Bernoulli, Geometric and some other distributions.

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