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Distribution of the First Hitting Point on a Boundary Set for a Random Walk in a Lattice Strip
I. M. Kuzin, A. A. Zamyatin
Source abstract
We consider a time-homogeneous random walk in a strip of a two-dimensional lattice whose transition probabilities are invariant under shifts along one of the coordinates. We study the limiting distribution of the first hitting point into a boundary set as the initial condition tends to infinity. Explicit expressions are obtained for this limiting distribution for negative and zero mean drift.
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