Random walks with absorbing barriers and Toeplitz forms

zbMATH Open0129.30401MaRDI QIDQ2394946FDOQ2394946

Harry Kesten

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
• Escape from bounded domains driven by multivariateα-stable noises
• 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.

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