On overshoots and hitting times for random walks

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DOI10.1239/jap/1032374474zbMath0942.60032OpenAlexW2039737077MaRDI QIDQ4935348

Jean Bertoin

Publication date: 21 August 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032374474

zbMATH Keywords

regenerative sets first hitting time renewal functions path transformation oscillating integer valued random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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