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Sibirskii Matematicheskii Zhurnal, 2010, Volume 51, Number 4, Pages 785–804 (Mi smj2125)  
This article is cited in 6 scientific papers (total in 6 papers)

On the sojourn time of a random walk in a strip

V. I. Lotovab

a Sobolev Institute of Mathematics, Novosibirsk, Russia
b Novosibirsk State University,Novosibirsk, Russia
Full-text PDF (366 kB) Citations (6)
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Abstract: We obtain asymptotic representations for the triple transforms of the joint distribution of the sojourn time of a random walk in a strip (as well as in a half-plane) in $n$ steps and of the location at time $n$ under the condition of unboundedly moving-off boundaries of the sets. The Cramér type conditions are imposed on the distribution of jumps.
Keywords: random walk, sojourn time in a strip, factorization identities, moment generating functions, asymptotic analysis.
Received: 01.07.2009
English version:
Siberian Mathematical Journal, 2010, Volume 51, Issue 4, Pages 621–638
DOI: https://doi.org/10.1007/s11202-010-0064-x
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: V. I. Lotov, “On the sojourn time of a random walk in a strip”, Sibirsk. Mat. Zh., 51:4 (2010), 785–804; Siberian Math. J., 51:4 (2010), 621–638
Citation in format AMSBIB
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    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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