HITTING TIME OF A HALF-LINE BY A TWO-DIMENSIONAL NON-SYMMETRIC RANDOM WALK

DOI10.2206/kyushujm.69.145zbMath1319.60091arXiv1212.2714OpenAlexW1482516410MaRDI QIDQ5260909

Yasunari Fukai

Publication date: 30 June 2015

Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.2714

zbMATH Keywords

hitting probabilitytwo-dimensional random walkfluctuation identities

Mathematics Subject Classification ID

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

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