Quadrature routines for ladder variables

DOI10.1214/aoap/1177005073zbMath0803.60065OpenAlexW1985542531MaRDI QIDQ1333392

Robert W. Keener

Publication date: 13 October 1994

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005073

zbMATH Keywords

momentsgenerating functionsHilbert transformintegral formulasnonlinear renewal theoryladder variablesnonnegative drift

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Probabilistic methods, stochastic differential equations (65C99)

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