Random Reflections in a High-Dimensional Tube
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DOI: 10.1007/s10959-016-0703-7
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- Veraverbeke, N., 1977. "Asymptotic behaviour of Wiener-Hopf factors of a random walk," Stochastic Processes and their Applications, Elsevier, vol. 5(1), pages 27-37, February.
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Keywords
Random reflections; Stopped random walks; Tail of the arccosine distribution; Undershoot; Overshoot;All these keywords.
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