Pages that link to "Item:Q3753210"
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The following pages link to Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift (Q3753210):
Displaying 25 items.
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments (Q386279) (← links)
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- The overshoot of a random walk with negative drift (Q871033) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- A new proof of finite moment conditions for GI/G/1 busy periods (Q1119285) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- Submultiplicative moments of the supremum of a random walk with negative drift (Q1380548) (← links)
- Renewal theory for asymmetric \(U\)-statistics (Q1722026) (← links)
- A model for level induced conditional heteroskedasticity (Q1726803) (← links)
- Markov renewal theory for stationary \((m + 1)\)-block factors: convergence rate results. (Q1766056) (← links)
- Fluctuation theory for Markov random walks (Q1800502) (← links)
- Stochastic bounds for Lévy processes. (Q1879836) (← links)
- Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant (Q2075319) (← links)
- Random walks with sticky barriers (Q2172941) (← links)
- Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity (Q2244477) (← links)
- Power and exponential moments of the number of visits and related quantities for perturbed random walks (Q2346971) (← links)
- Curve crossing for random walks reflected at their maximum (Q2373569) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments (Q3396379) (← links)
- Asymptotic estimates of multi-dimensional stable densities and their applications (Q3425961) (← links)
- (Q4272322) (← links)
- The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642) (← links)
- An Almost-Sure Renewal Theorem for Branching Random Walks on the Line (Q4933201) (← links)
- Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661) (← links)
- Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters (Q5488539) (← links)
