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

DOI10.1137/1122094zbMath0386.60051OpenAlexW1970643545MaRDI QIDQ4167359

Eugene A. Pechersky, Anatoliĭ Alfredovich Mogul'skiĭ

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)

Related Items (3)

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

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