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On the escape probability for a left or right continuous random walk

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Publication:1880356
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DOI10.1007/S00026-004-0216-4zbMATH Open1049.60040OpenAlexW1994083963MaRDI QIDQ1880356FDOQ1880356


Authors: M. P. Quine Edit this on Wikidata


Publication date: 27 September 2004

Published in: Annals of Combinatorics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00026-004-0216-4





zbMATH Keywords

generating functionsescape probabilityladder variablesleft continuous random walk


Mathematics Subject Classification ID

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



Cited In (1)

  • First passage problems for upwards skip-free random walks via the scale functions paradigm





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