Exact expressions for moments of ladder heights

DOI10.1134/S106456240806029XzbMath1232.60034OpenAlexW2755873541MaRDI QIDQ542288

Sergei Nagaev

Publication date: 8 June 2011

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106456240806029x

zbMATH Keywords

characteristic functionrandom walkladder height

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotic moments of random walks with applications to ladder variables and renewal theory
• Moments of ladder variables for driftless random walks