On a Method of Calculating Moments of Ladder Heights

DOI10.1137/1130068zbMath0595.60054OpenAlexW2029947829MaRDI QIDQ3727076

Alexander V. Nagaev

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130068

zbMATH Keywords

characteristic functionalgorithm for computation of the momentsladder height's moments

Mathematics Subject Classification ID

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

Related Items (3)

Exact expressions for the moments of ladder heights ⋮ On calculation of moments of ladder heights ⋮ An Estimate for the Sum of the Spitzer Series and Its Generalization

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