Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471)
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scientific article; zbMATH DE number 5210759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift |
scientific article; zbMATH DE number 5210759 |
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Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (English)
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12 November 2007
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boundary crossing probability
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ladder height distribution
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Markov-dependent Wald martingale
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overshoot
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Poisson equation
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uniform Markov renewal theory
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