Let S,, n 0, denote a random walk in which X, has distribution F Let G(t, s) denote the probability that the first value of S, that exceeds t is less than or equal to + s That is, Show that G(t, s) = P{first sum exceeding is 1 + s} - G(t, s) = F(t + s) F(t) + f G(t y, s) dF(y). 00