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Random walks with absorbing barriers and Toeplitz forms

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Publication:2394946
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zbMATH Open0129.30401MaRDI QIDQ2394946FDOQ2394946


Authors: Harry Kesten Edit this on Wikidata


Publication date: 1961

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)






zbMATH Keywords

probability theory



Cited In (6)

  • Asymptotic inverse of Toeplitz matrices with symbol \((1-\cos \theta )^\alpha f_1\), \(\frac{-1}{2} <\alpha \leq\frac12\), and integral kernels
  • A strong Spitzer-Stone theorem for a Toeplitz matrix with singular symbol defined by a class of analytic functions
  • A Two-Sided Absorption Problem
  • Asymptotic inversion of Toeplitz matrices with one singularity in the symbol
  • Trace theorems of Szegő type in the singular case.
  • Escape from bounded domains driven by multivariate \(\alpha \)-stable noises





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