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

Authors

  • D. V. Gusak

Abstract

We consider the random walk Sn=k\leqnξk(Sn=0) whose characteristic function of jumps ξk satisfies the condition of almost semicontinuity. We investigate the problem of the exit of such Sn from a finite interval.

Published

25.09.2005

Issue

Section

Research articles

How to Cite

Gusak, D. V. “On the Exit of One Class of Random Walks from an Interval”. Ukrains’kyi Matematychnyi Zhurnal, vol. 57, no. 9, Sept. 2005, pp. 1209–1217, https://umj.imath.kiev.ua/index.php/umj/article/view/3679.