Moments of ladder heights in random walks
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Publication:3859053
DOI10.2307/3212942zbMath0424.60072OpenAlexW4248043654MaRDI QIDQ3859053
Publication date: 1980
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212942
Related Items (19)
On moments of ladder height variables ⋮ A note on the distance of ladder height distributions ⋮ Measure change in multitype branching ⋮ Recurrence and transience of random difference equations in the critical case ⋮ Exact expressions for the moments of ladder heights ⋮ Functional limit theorems for random walks perturbed by positive alpha-stable jumps ⋮ The precise tail behavior of the total progeny of a killed branching random walk ⋮ On the exact asymptotic behaviour of the distribution of ladder epochs ⋮ Random reflections in a high-dimensional tube ⋮ On calculation of moments of ladder heights ⋮ On the existence of moments of ladder heights ⋮ An asymptotic property of the solution to the homogeneous generalized Wiener-Hopf equation ⋮ Marches aléatoires récurrentes totalement dissymétriques et domaine d⊃attraction des lois stables ⋮ On the derivative martingale in a branching random walk ⋮ On the existence of the mean ladder height for random walk ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ The discrete Wiener-Hopf equation with probability kernel of oscillating type ⋮ On busy periods of the critical GI/G/1 queue and BRAVO ⋮ A local limit theorem for random walks conditioned to stay positive
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