The ascending ladder height distribution for a certain class of dependent random walks

DOI10.1111/j.1467-9574.1993.tb01423.xzbMath0829.60060OpenAlexW1998942534MaRDI QIDQ4850382

Volker Schmidt, Soren Asmussen

Publication date: 17 October 1995

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1993.tb01423.x

zbMATH Keywords

random walkladder heightsdependent increments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (2)

Ladder height distributions with marks ⋮ A wide class of heavy-tailed distributions and its applications

Cites Work

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• Ladder heights and the Markov-modulated M/G/1 queue
• An insensitivity property of the ruin probability

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