On the sojourn time of a random walk in a strip

DOI10.1007/s11202-010-0064-xzbMath1217.60034OpenAlexW2103926077MaRDI QIDQ630285

Vladimir Ivanovich Lotov

Publication date: 17 March 2011

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

Full work available at URL: https://doi.org/10.1007/s11202-010-0064-x

zbMATH Keywords

random walksojourn timemoment generating functionsfactorization identities

Mathematics Subject Classification ID

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

Related Items (1)

On the asymptotics of weighted renewal function

Cites Work

• Factorization identities for the sojourn time of a random walk in a strip
• Asymptotic expansion for distribution of linger time of a random walk in a segment
• Limit theorems in a boundary crossing problem for random walks
• On a generalization of the arc-sine law
• On the zero \(\sum_1^n\pm 1\)
• Asymptotic Analysis of Distributions in Problems with Two Boundaries. II
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