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A Combinatorial Approach to the Two-Sided Exit Problem for Left-Continuous Random Walks
Published online by Cambridge University Press: 25 June 2001
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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- Research Article
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- 2001 Cambridge University Press
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