SU\G(𝔸)/K·U

On a theorem of Spitzer and Stone and random walks with absorbing barriers

Harry Kesten

Type: Article

Publication Date: 1961-06-01

Citations: 19

DOI: https://doi.org/10.1215/ijm/1255629824

Abstract

probability of A, given B; E{X} expectation of the random variable X; and E{X B} conditional expectation of X, given B.

Locations

  • Illinois Journal of Mathematics - View - PDF

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Works That Cite This (17)

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+ The Distribution of the First Hit for Stable and Asymptotically Stable Walks on an Interval 1973 B. A. Rogozin
+ Estimates of Potential functions of random walks on $Z$ with zero mean and infinite variance and their applications 2018 Kôhei Uchiyama
+ Random Walks: Theory and Selected Applications 1982 George H. Weiss
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+ The Constants in the Asymptotic Formulas by Rambour and Seghier for Inverses of Toeplitz Matrices 2004 Albrecht Böttcher
+ The fundamental matrix for a certain random walk 1999 Howard M. Taylor
+ PDF Chat Conditioned Limit Theorems 1963 Meyer Dwass
Samuel Karlin
+ On the current enhancement at the edge of a crack in a lattice of resistors 1998 Howard M. Taylor
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+ The uniqueness of positive solutions of the Wiener-Hopf equation 1971 J. Mineka
+ On the current enhancement at the edge of a crack in a lattice of resistors 1998 Howard M. Taylor
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+ PDF Chat Some properties of recurrent random walk 1961 Frank Spitzer

Works Cited by This (6)

Action Title Year Authors
+ PDF Chat A class of Toeplitz forms and their application to probability theory 1960 Frank Spitzer
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+ A Combinatorial Lemma and its Application to Probability Theory 1991 Frank Spitzer
+ The Wiener-Hopf equation whose kernel is a probability density 1957 Frank Spitzer
+ Contributions to the theory of Markov chains 1953 Kai Lai Chung
+ PDF Chat Stable Processes with An Absorbing Barrier 1958 Daniel Ray
+ PDF Chat A Combinatorial Lemma and Its Application to Probability Theory 1956 Frank Spitzer