A Combinatorial Approach to the Two-Sided Exit Problem for Left-Continuous Random Walks

DOI10.1017/S0963548301004655zbMath0979.60033MaRDI QIDQ2731586

Philippe Marchal

Publication date: 17 February 2002

Published in: Combinatorics, Probability and Computing (Search for Journal in Brave)

zbMATH Keywords

asymptoticsrandom walkrangematrix inversionexitwalk on \(\mathbb{Z}/\mathbb{N}\)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

First passage problems for upwards skip-free random walks via the scale functions paradigm

This page was built for publication: A Combinatorial Approach to the Two-Sided Exit Problem for Left-Continuous Random Walks