On the First Exit Time from a Semigroup in $R^m$ for a Random Walk

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Previous article Next article On the First Exit Time from a Semigroup in $R^m$ for a Random WalkA. A. Mogul’skii and E. A. PecerskiiA. A. Mogul’skii and E. A. Pecerskiihttps://doi.org/10.1137/1122094PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. A. Mogul'skii and , E. A. Pecerskii, About epoch of first entry into the region with curve boundary, III Sovetski-Yaponskii Simpozium po Teorii Veroyatnostei, Fan, Tashkent, 1975, 106–109 Google Scholar[2] William Feller, An introduction to probability theory and its applications. Vol. II, Second edition, John Wiley & Sons Inc., New York, 1971xxiv+669 MR0270403 0219.60003 Google Scholar[3] B. A. Rogozin, Asymptotic behavior of the coefficients in Levi-Wiener theorems on absolutely converging trigonometric series, Sibirsk. Mat. Ž., 14 (1973), 1304–1312, 1367, (In Russian.) MR0342940 Google Scholar[4] D. Kh. Fuk and , S. V. Nagaev, Probability inequalities for sums of independent random variables, Theory Prob. Applications, 16 (1971), 643–660 10.1137/1116071 0259.60024 LinkGoogle Scholar[5] V. V. Yurinskii, Exponential estimates for large deviations, Theory Prob. Applications, 19 (1974), 154–155 10.1137/1119012 0323.60029 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Harmonic Functions of Random Walks in a Semigroup via Ladder Heights4 January 2020 | Journal of Theoretical Probability, Vol. 34, No. 1 Cross Ref Random walks in conesThe Annals of Probability, Vol. 43, No. 3 Cross Ref Random walk and fluctuation theory Cross Ref Exit probability of two-dimensional random walk from the quadrantProceedings of the Japan Academy, Series A, Mathematical Sciences, Vol. 75, No. 3 Cross Ref On higher-dimensional analogues of the arc-sine law14 July 2016 | Journal of Applied Probability, Vol. 25, No. 1 Cross Ref On entrance times of a homogeneous N-dimensional random walk: an identity14 July 2016 | Journal of Applied Probability, Vol. 25, No. A Cross Ref A limit theorem for two-dimensional conditioned random walk22 January 2016 | Nagoya Mathematical Journal, Vol. 95 Cross Ref A martingale approach to first passage problems and a new condition for Wald's identity Cross Ref Volume 22, Issue 4| 1978Theory of Probability & Its Applications History Submitted:22 March 1976Published online:17 July 2006 InformationCopyright © 1978 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1122094Article page range:pp. 818-825ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics