Joint distribution of the first hitting time and first hitting place for a random walk

DOI10.2996/kmj/1138043873zbMath0921.60066OpenAlexW2017134384MaRDI QIDQ1282082

Tadashi Nakajima

Publication date: 29 September 1999

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138043873

zbMATH Keywords

random walkjoint distributionqueueing theoryLaplace-Fourier transformfirst hitting timefirst hitting place

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25)

Related Items (2)

First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift ⋮ A note on Spitzer identity for random walk

Cites Work

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• On the joint distribution of the first hitting time and the first hitting place to the space-time wedge domain of a biharmonic pseudo process
• A Combinatorial Lemma and Its Application to Probability Theory

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