Pages that link to "Item:Q1356367"
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The following pages link to Ladder heights, Gaussian random walks and the Riemann zeta function (Q1356367):
Displaying 29 items.
- The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (Q352900) (← links)
- Asymptotics of the maximum of Brownian motion under Erlangian sampling (Q740461) (← links)
- Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime (Q943987) (← links)
- Complete corrected diffusion approximations for the maximum of a random walk (Q997958) (← links)
- On the Wiener-Hopf factorization for one class of random walk (Q1380259) (← links)
- Dominant poles and tail asymptotics in the critical Gaussian many-sources regime (Q1691904) (← links)
- Critical resonance in the non-intersecting lattice path model (Q1765106) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- On Lerch's transcendent and the Gaussian random walk (Q2455051) (← links)
- Cumulants of the maximum of the Gaussian random walk (Q2464856) (← links)
- Extreme order statistics of random walks (Q2686605) (← links)
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions (Q2750962) (← links)
- On the Moments of a Semi-Markovian Random Walk with Gaussian Distribution of Summands (Q2815343) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (Q3445892) (← links)
- Back to the roots of the M/D/<i>s</i> queue and the works of Erlang, Crommelin and Pollaczek (Q3525726) (← links)
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872) (← links)
- Renewal sequences and record chains related to multiple zeta sums (Q4633604) (← links)
- Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (Q5087544) (← links)
- Economies-of-Scale in Many-Server Queueing Systems: Tutorial and Partial Review of the QED Halfin--Whitt Heavy-Traffic Regime (Q5232349) (← links)
- Novel Heavy-Traffic Regimes for Large-Scale Service Systems (Q5264993) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
- Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation, and Wijsman's Sum (Q5431479) (← links)
- Uniform renewal theory with applications to expansions of random geometric sums (Q5443152) (← links)
- Approximation results for the moments of random walk with normally distributed interference of chance (Q5882017) (← links)
- Heavy-traffic single-server queues and the transform method (Q6135886) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Moment-based approximation for variance of semi-Markovian random walk with gamma distributed interference of chance (Q6645113) (← links)
