Exact formulas in some boundary crossing problems for integer-valued random walks

نویسندگان

چکیده

For a wide class of integer-valued random walks, we obtain exact expressions for the distribution first excess over level and corresponding renewal function as well trajectory supremum if it is finite. We discuss possibilities obtaining explicit pre-stationary stationary distributions walk with switchings at strip boundaries. The research based on factorization representations double moment generating functions under study.

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ژورنال

عنوان ژورنال: Izvestiya: Mathematics

سال: 2023

ISSN: ['1468-4810', '1064-5632']

DOI: https://doi.org/10.4213/im9323e