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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2003 Volume 194, Number 6, Pages 135–146 (Mi sm746)

This article is cited in 9 papers

On the number of crossings of a strip by sample paths of a random walk

V. I. Lotov, N. G. Orlova

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: Exact expressions are obtained for the distribution of the total number of crossings of a strip by sample paths of a random walk whose jumps have a two-sided geometric distribution. The distribution of the number of crossings during a finite time interval is found in explicit form for walks with jumps taking the values $\pm1$. A limit theorem is proved for the joint distribution of the number of crossings of an expanding strip on a finite (increasing) time interval and the position of the walk at the end of this interval, and the corresponding limit distribution is found.

UDC: 519.21

MSC: Primary 60G50; Secondary 60G40, 60F05

Received: 19.03.2002 and 21.03.2003

DOI: 10.4213/sm746


 English version:
Sbornik: Mathematics, 2003, 194:6, 927–939

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