On the existence of moments of ladder heights

DOI10.1016/J.SPL.2007.07.002zbMath1135.60026OpenAlexW2155669660MaRDI QIDQ2474518

A. K. Aleshkyavichene

Publication date: 6 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.002

zbMATH Keywords

random walkladder heightsmoments of ladder heights

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

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Cites Work

• Unnamed Item
• On moments of ladder height variables
• Asymptotic moments of random walks with applications to ladder variables and renewal theory
• On calculation of moments of ladder heights
• Moments of ladder variables for driftless random walks
• Moments of ladder heights in random walks
• On the existence of the mean ladder height for random walk
• A Tauberian Theorem and Its Probability Interpretation

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