Problems in calculating moments and distribution functions of ladder heights

DOI10.1007/S10958-016-3021-9zbMath1353.65011OpenAlexW2513816126MaRDI QIDQ341803

Mohammad Hasan, M. Dambrine

Publication date: 17 November 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3021-9

zbMATH Keywords

numerical examplecharacteristic functiondistribution functionsmethod of momentsChebyshev continued fractions methodFa di Bruno formulasFrobenius equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10)

Cites Work

• Exact expressions for the moments of ladder heights
• Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications
• On some boundary crossing problems for Gaussian random walks
• Unnamed Item

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