On oscillating random walks (Q1358021)

Let \(\xi_i\), \(\eta_i\), \(i\geq 0\), be two sequences of independent random variables identically distributed inside any of these sequences, and such that \(E\xi_1>0\), \(E\eta_1<0\). For some fixed \(a\leq 0\leq b\), the author defines an oscillating walk \(X_n\) as follows. Let \(\tau_0=0\), \(X_0=0\). We put \[ \begin{multlined} \tau_{2k+1}= \min\{n>\tau_{2k}: X_{\tau_{2k}}+ \xi_{\tau_{2k+1}}+\cdots+ \xi_n<a\},\\ X_n= X_{\tau_{2k}}+ \xi_{\tau_{2k+1}}+\cdots+ \xi_n,\quad \tau_{2k}<n\leq \tau_{2k+1}\end{multlined} \] for \(k\geq 0\), and \[ \begin{multlined} \tau_{2k}= \min\{n>\tau_{2k-1}: X_{\tau_{2k-1}}+ \eta_{\tau_{2k-1}}+\cdots+ \eta_n\geq b\},\\ X_n= X_{\tau_{2k-1}}+ \eta_{\tau_{2k-1}}+\cdots+ \eta_n,\quad \tau_{2k-1}<n\leq \tau_{2k}\end{multlined} \] for \(k\geq 1\). The paper is concerned with an explicit representation for the function \(\sum^\infty_{n=0} 2^n E\exp\{\lambda X_n\}\), \(|z|<1\), \(\text{Re }\lambda= 0\). The ergodic properties of the walk in question have been considered as well.