On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk (Q350850)

Let \(X_1,X_2,\cdots\) be independent identically distributed random variables, \[ S_0=0,~~~S_n=X_1+\cdots+X_n. \] Let \(\eta\) be the crossing number of a strip \(-a\leq y\leq b \) (where \(\infty<-a\leq 0\leq b<\infty\)) in the coordinate plane of points \((x,y)\) by a sample path of the random walk \(\{(n,S_n),~n\geq 0 \}\). It is known that the crossing number \(\eta\) is finite with probability 1 if \({\mathbf E}X_1\not =0\). The present article contains new asymptotic representations for the tail probabilities \({\mathbf P}(\eta\geq k)\) for the distribution of the crossing number of the strip provided that the srtip width increases unboundely. The cases of slowly and rapidly decreasing distributions of \(X_1\) at infinity was considered separately.