Factorization identities for the sojourn time of a random walk in a strip

DOI10.1007/s11202-010-0013-8zbMath1202.60067OpenAlexW2052548512MaRDI QIDQ606001

Vladimir Ivanovich Lotov

Publication date: 15 November 2010

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

Full work available at URL: https://doi.org/10.1007/s11202-010-0013-8

zbMATH Keywords

moment generating functionfactorization representations

Mathematics Subject Classification ID

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

Related Items (2)

On the sojourn time of a random walk in a strip ⋮ Asymptotic expansions for the distribution of the sojourn time of a random walk on a half-axis

Cites Work

• Asymptotic expansion for distribution of linger time of a random walk in a segment
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