A note on the distance of ladder height distributions

DOI10.1016/0304-4149(86)90048-7zbMath0606.60070OpenAlexW2021506919MaRDI QIDQ1084763

Rudolf Grübel

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90048-7

zbMATH Keywords

characteristic functionsladder heightharmonic renewal measures

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• Unnamed Item
• On harmonic renewal measures
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Tail behaviour of ladder-height distributions in random walks
• Moments of ladder heights in random walks
• Harmonic renewal measures

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