Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes
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Publication:2880695
DOI10.24033/bsmf.2611zbMath1243.60042arXiv0903.5486OpenAlexW1659319303MaRDI QIDQ2880695
Publication date: 14 April 2012
Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.5486
Green functionsrandom walksteepest descent methodholomorphic continuationabsorption probabilitiessingularities of complex functions
Sums of independent random variables; random walks (60G50) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Compact Riemann surfaces and uniformization (30F10) Stopping times; optimal stopping problems; gambling theory (60G40)
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