On duality and the Spitzer-Pollaczek factorization for random walks. Kennedy, J. E. Stochastic Process. Appl., 76(2):251–266, 1998.
On duality and the Spitzer-Pollaczek factorization for random walks [link]Paper  doi  bibtex   
@article{MR1642669,
	Author = {Kennedy, J. E.},
	Date-Added = {2018-11-30 16:19:52 -0600},
	Date-Modified = {2018-11-30 16:19:52 -0600},
	Doi = {10.1016/S0304-4149(98)00026-X},
	Fjournal = {Stochastic Processes and their Applications},
	Issn = {0304-4149},
	Journal = {Stochastic Process. Appl.},
	Mrclass = {60J15},
	Mrnumber = {1642669},
	Mrreviewer = {Moshe Shaked},
	Number = {2},
	Pages = {251--266},
	Title = {On duality and the {S}pitzer-{P}ollaczek factorization for random walks},
	Url = {https://doi.org/10.1016/S0304-4149(98)00026-X},
	Volume = {76},
	Year = {1998},
	Bdsk-File-1 = {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},
	Bdsk-Url-1 = {https://doi.org/10.1016/S0304-4149(98)00026-X}}

Downloads: 0