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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2008 Volume 53, Issue 2, Pages 345–349 (Mi tvp2413)

This article is cited in 7 papers

Short Communications

A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk

I. S. Borisov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: This paper is essentially an improved result from [V. I. Lotov and N. G. Orlova, Sb. Math., 194 (2003), pp. 927–939], where a formula was obtained for the distribution of the number of crossings of a strip by paths of a random walk defined by an infinite sequence of the partial sums of independent random variables having a common “two-sided geometric” distribution.

Keywords: random walk, partial sum process, Markovian property of jump.

Received: 21.06.2005
Revised: 10.01.2008

DOI: 10.4213/tvp2413


 English version:
Theory of Probability and its Applications, 2009, 53:2, 312–316

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