A simplified version of Spitzer’s formula for semicontinuous and almost semicontinuous processes

DOI10.1090/S0094-9000-2013-00874-6zbMath1274.60145OpenAlexW1994494203MaRDI QIDQ2849276

Dmytro Gusak

Publication date: 17 September 2013

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00874-6

zbMATH Keywords

Spitzer's formulalLndberg's equationsemicontinuous and almost semicontinuous processes with independent incrementsSpitzer's spectral functions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• A Combinatorial Lemma and Its Application to Probability Theory
• The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum
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