On the existence of the mean ladder height for random walk
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Publication:3918848
DOI10.1007/BF00532228zbMath0466.60067MaRDI QIDQ3918848
Publication date: 1982
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (8)
On calculation of moments of ladder heights ⋮ On the existence of moments of ladder heights ⋮ Local probabilities for random walks conditioned to stay positive ⋮ A note on summability of ladder heights and the distributions of ladder epochs for random walks ⋮ Marches aléatoires récurrentes totalement dissymétriques et domaine d⊃attraction des lois stables ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Conditional limit theorems for asymptotically stable random walks
Cites Work
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- On the asymptotic distribution of sums of independent identically distributed random variables
- On the exact asymptotic behaviour of the distribution of ladder epochs
- Asymptotic behaviour of Wiener-Hopf factors of a random walk
- Moments of ladder heights in random walks
- Harmonic renewal measures
- Asymptotic properties of supercritical branching processes I: The Galton-Watson process
- The Strong Law of Large Numbers When the Mean is Undefined
- On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
- Fluctuations when $E(|X_1|) = \infty$
- The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
- COMPLEX FOURIER--BESSEL TRANSFORMS
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