2017
Том 69
№ 6

All Issues

On the Exit of One Class of Random Walks from an Interval

Gusak D. V.

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Abstract

We consider the random walk $S_n = \sum_{k\leqn}\xi_k \quad (S_n = 0)$ whose characteristic function of jumps $\xi_k$ satisfies the condition of almost semicontinuity. We investigate the problem of the exit of such $S_n$ from a finite interval.

English version (Springer): Ukrainian Mathematical Journal 57 (2005), no. 9, pp 1413-1423.

Citation Example: Gusak D. V. On the Exit of One Class of Random Walks from an Interval // Ukr. Mat. Zh. - 2005. - 57, № 9. - pp. 1209–1217.

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