We consider random walks with Gaussian distribution of summands. New representations for Wiener-Hopf factorization components are obtained. The factorization method is used to study the distribution of the excess over one-sided and two-sided boundaries. Asymptotic expansions for these distributions and for the expectation of the first exit time are obtained under the assumption that the boundaries tend to infinity.
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V. I. Lotov (1996) studied this question.
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