Exact formulas in some boundary crossing problems for integer-valued random walks

DOI10.4213/IM9323EMaRDI QIDQ6137460zbMATH OpenOpenAlexFDO

Authors V. I. Lotov

Publication date 2 September 2023

Published in Izvestiya: Mathematics (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/im9323

zbMATH Keywords

factorization methodrenewal functionexcess over boundaryoscillating random walkinteger-valued random walk

Mathematics Subject Classification ID

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

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Cited in

(4)

• On the time of the first level achievement for the ascending-descending process
• Crossing speeds of random walks among ``sparse or ``spiky Bernoulli potentials on integers
• Exact solution ofNdirected non-intersecting walks interacting with one or two boundaries
• On some inequalities in boundary crossing problems for random walks

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