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math.PR2017
First passage problems for upwards skip-free random walks via the paradigm
Florin Avram, Matija Vidmar
We develop the theory of the and scale functions for right-continuous (upwards skip-free) discrete-time discrete-space random walks, along the lines of the analogue theory…
math.PR2017
Independence times for iid sequences, random walks and Lévy processes
Matija Vidmar
For a sequence in discrete time having stationary independent values (respectively, random walk) , those random times of are characterized set-theoretically, for which t…