Random Walks in the Quarter Plane Absorbed at the Boundary : Exact and Asymptotic

arXiv0902.2785MaRDI QIDQ6212784

Kilian Raschel

Publication date: 16 February 2009

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Stopping times; optimal stopping problems; gambling theory (60G40) Martin boundary theory (31C35) Boundary value problems in the complex plane (30E25)

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