A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary

• 1 December 1963
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 34  (4) , 1168-1193
• https://doi.org/10.1214/aoms/1177703855

Abstract

Keywords

• RANDOM WALK
• WIENER HOPF
• HOPF TYPE
• SIDED BOUNDARY
• TWO SIDED
• TYPE METHOD
• GENERAL RANDOM