Asymptotic expansions for the moments of the Gaussian random walk with two barriers (Q1771441)
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scientific article; zbMATH DE number 2160004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for the moments of the Gaussian random walk with two barriers |
scientific article; zbMATH DE number 2160004 |
Statements
Asymptotic expansions for the moments of the Gaussian random walk with two barriers (English)
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21 April 2005
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Wiener-Hopf factorization
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moments of ergodic distribution of process
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ladder variables
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