Skip to main content
SpringerLink
Log in

Factorization identities for the sojourn time of a random walk in a strip

  • Published:
Siberian Mathematical Journal Aims and scope Submit manuscript

Abstract

We find factorization representations for the moment generating function of the joint distribution of the sojourn time of a random walk in a strip and half-line in finitely many steps and of the location at the last time moment.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Spitzer F., Principles of Random Walks, 2nd ed., Springer-Verlag, New York (1976).

    Google Scholar 

  2. Skorokhod A. V. and Slobodenyuk N. P., Limit Theorems for Random Walks [in Russian], Naukova Dumka, Kiev (1970).

    Google Scholar 

  3. Borodin A. N. and Ibragimov I. A., “Limit theorems for functionals of random walks,“ Proc. Steklov Inst. Math., 195, No. 2, 1–259 (1995).

    MathSciNet  Google Scholar 

  4. Semenov A. T., “Asymptotic expansion for distribution of linger time of a random walk in a segment,“ Siberian Math. J., 15, No. 4, 650–658 (1974).

    Article  Google Scholar 

  5. Lugavov V. S. and Rogozin B. A., “Factorizations of the sojourn times of semi-Markov random walks,“ Siberian Math. J., 42, No. 2, 332–347 (2001).

    Article  MathSciNet  Google Scholar 

  6. Lugavov V. S., “On factorization components of the sojourn times for semicontinuous random walks in a strip,“ Siberian Math. J., 44, No. 4, 629–637 (2003).

    Article  MathSciNet  Google Scholar 

  7. Borovkov A. A., Probability Theory, 3rd ed. [in Russian], Editorial URSS, Moscow (1999).

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Sobolev Institute of Mathematics, Novosibirsk, Russia

    V. I. Lotov

Authors
  1. V. I. Lotov
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to V. I. Lotov.

Additional information

Original Russian Text Copyright © 2010 Lotov V. I.

The author was supported in part by the Russian Foundation for Basic Research (Grant 08-01-00962) and the State Maintenance Program for the Leading Scientific Schools of the Russian Federation (Grant NSh-3695.2008.1).

Novosibirsk. Translated from Sibirskiĭ Matematicheskiĭ Zhurnal, Vol. 51, No. 1, pp. 146–155, January–February, 2010.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Lotov, V.I. Factorization identities for the sojourn time of a random walk in a strip. Sib Math J 51, 119–127 (2010). https://doi.org/10.1007/s11202-010-0013-8

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11202-010-0013-8

Keywords

Search

Navigation