On the First Exit Time from a Semigroup in R^m for a Random Walk

DOI10.1137/1122094MaRDI QIDQ4167359zbMATH OpenOpenAlexFDO

Authors Anatoli Mogulskii, Eugene Pechersky

Publication date 1977

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1122094

Mathematics Subject Classification ID

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

Cited in

(3)

• Exit probability of two-dimensional random walk from the quadrant
• Random walks in cones
• Harmonic functions of random walks in a semigroup via ladder heights

This page was built for publication: On the First Exit Time from a Semigroup in $R^m$ for a Random Walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4167359)