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A note on the times of first passage for `nearly right-continuous' random walks

   
@article{ECP3735,
	author = {Matija Vidmar},
	title = {A note on the times of first passage for `nearly right-continuous' random walks},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {19},
	year = {2014},
	keywords = {Random walks; first entrance/passage times; fluctuation theory},
	abstract = {A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit - on each of the two events, which correspond to overshoot zero and one, separately - a tractable probability generating function. Some applications are considered.},
	pages = {no. 75, 1-7},
	issn = {1083-589X},
	doi = {10.1214/ECP.v19-3735},    
        url = {http://ecp.ejpecp.org/article/view/3735}}