Hostname: page-component-7479d7b7d-fwgfc Total loading time: 0 Render date: 2024-07-11T14:53:13.642Z Has data issue: false hasContentIssue false

A Combinatorial Approach to the Two-Sided Exit Problem for Left-Continuous Random Walks

Published online by Cambridge University Press:  25 June 2001

PHILIPPE MARCHAL
Affiliation:
CNRS and DMA, Ecole Normale Supérieure, 45 rue d'Ulm, 75005 Paris, France (e-mail: marchal@dmi.ens.fr)

Abstract

We present a combinatorial lemma that provides a new approach to the two-sided exit problem and related questions for left-continuous random walks (i.e., random walks on the integers whose negative steps have size − 1). Some applications to random walks on the circle are also derived.

Type
Research Article
Copyright
2001 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)