A note on left-continuous random walks

DOI10.2307/3212539MaRDI QIDQ4127729zbMATHOpenAlexFDO

Authors Gérard Letac, Gérard Schiffmann, P-A Mazet

Publication date 1976

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212539

Mathematics Subject Classification ID

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

Cited in

(2)

• First exit times for integer valued continuous time markov chains
• Random walks are determined by their trace on the positive half-line

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