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A Combinatorial Approach to the Two-Sided Exit Problem for Left-Continuous Random Walks
PHILIPPE MARCHAL
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Source: Crossref
Published: May 1, 2001
DOI: 10.1017/s0963548301004655
Open original source ↗Source 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.
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