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On the Escape Probability for a Left or Right Continuous Random Walk
M.P. Quine
School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia
Annals of Combinatorics 8 (2) 221-223 June, 2004
AMS Subject Classification: 60G50
A formula for the "escape probability" in a left or right continuous random walk is derived in a simple manner, under natural conditions.
Keywords: left continuous random walk, escape probability, ladder variables, generating functions


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