On the moments of ladder epochs for driftless random walks

DOI10.1017/S0021900200107077zbMath0805.60041OpenAlexW2335295390MaRDI QIDQ4309033

Yuan-Shih Chow

Publication date: 29 January 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0021900200107077

zbMATH Keywords

momentsrandom walksladder epoch

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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