On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands (Q5485082)
From MaRDI portal
scientific article; zbMATH DE number 5050383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands |
scientific article; zbMATH DE number 5050383 |
Statements
On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands (English)
0 references
28 August 2006
0 references
Model of type \((s,S)\)
0 references
Gaussian random walk
0 references
ergodic ditribution
0 references
boundary functional
0 references
asymptotic expansions
0 references
approximations formulas
0 references
Monte Carlo experiments
0 references
