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Showing 2022 · math.PRShow all
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math.PR2022
Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
Simonas Gervė, Andrius Grigutis
In this paper, we set up the distribution function and the generating function of ,…
math.PR2022★ 8 cited
Distribution of Shifted Discrete Random Walk and Vandermonde matrices
Andrius Grigutis
In this work we set up the generating function of the ultimate time survival probability , where $$φ(u)=\mathbb{P}\left(\sup_{n\geqslant 1}\sum_{i=1}^{n}\left(X_i-κ\right)<…