Hitting time of a half-line by two-dimensional random walk

DOI10.1007/s00440-003-0306-yzbMath1053.60044OpenAlexW1974592316MaRDI QIDQ1434089

Yasunari Fukai

Publication date: 1 July 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0306-y

zbMATH Keywords

two-dimensional random walkhitting probability of half line

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

Related Items (4)

Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes ⋮ The hitting distributions of a half real line for two-dimensional random walks ⋮ Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts ⋮ Fluctuation identities applied to the hitting time of a half-line in the plane

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