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https://doi.org/10.3103/s0146411614030080
Copy DOIPublication Date: May 1, 2014 | |
Citations: 1 |
Using a sequence of independent equally distributed two-dimensional random variables, the process of a semi-Markovian random walk with positive drift and negative jumps is constructed. The Laplace-Stieltjes transform of the distribution of the first moment of crossing the level a(a > 0) is found.
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