Abstract
We obtain asymptotic expansions for the expectation of the first exit time from an expanding strip for a random walk trajectory. We suppose that the distribution of random walk jumps satisfies the Cramér condition on the existence of an exponential moment.
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Novosibirsk. Translated from Sibirskiĭ Matematicheskiĭ Zhurnal, Vol. 57, No. 1, pp. 113–120, January–February, 2016; DOI: 10.17377/smzh.2016.57.109.
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Lotov, V.I. Approximation of the expectation of the first exit time from an interval for a random walk. Sib Math J 57, 86–92 (2016). https://doi.org/10.1134/S0037446616010092
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DOI: https://doi.org/10.1134/S0037446616010092