Moments of ladder variables for driftless random walks

DOI10.1007/BF00537523zbMath0416.60078MaRDI QIDQ3206081

Tze Leung Lai, Yuan-Shih Chow

Publication date: 1979

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

random walksmoments of sums of independent identical distributed random variables

Mathematics Subject Classification ID

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

Related Items (12)

On moments of ladder height variables ⋮ Moment Convergence of Reciprocals of some First Passage Times ⋮ The oscillating random walk on \(\mathbb{Z}\) ⋮ Exact expressions for the moments of ladder heights ⋮ Unnamed Item ⋮ On calculation of moments of ladder heights ⋮ On the existence of moments of ladder heights ⋮ Exact expressions for moments of ladder heights ⋮ Corrected random walk approximations to free boundary problems in optimal stopping ⋮ Limit Theorem for Reflected Random Walks ⋮ Some relations between harmonic renewal measures and certain first passage times ⋮ On unbounded invariant measures of stochastic dynamical systems

Cites Work

• Unnamed Item
• Asymptotic moments of random walks with applications to ladder variables and renewal theory
• A Tauberian Theorem and Its Probability Interpretation

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