On the Exit Time of a Random Walk with Positive Drift

We study a random walk with positive drift in the first quadrant of the plane. For a given connected region $\mathcal{C}$ of the first quadrant, we analyze the number of paths contained in $\mathcal{C}$ and the first exit time from $\mathcal{C}$. In our case, region $\mathcal{C}$ is bounded by two c...

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Bibliographic Details
Main Authors: Michael Drmota, Wojciech Szpankowski
Format: Article
Language:English
Published: Discrete Mathematics & Theoretical Computer Science 2007-01-01
Series:Discrete Mathematics & Theoretical Computer Science
Subjects:
Online Access:https://dmtcs.episciences.org/3525/pdf