A note on summability of ladder heights and the distributions of ladder epochs for random walks
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Publication:554446
DOI10.1016/j.spa.2011.04.009zbMath1234.60052OpenAlexW2092124453MaRDI QIDQ554446
Publication date: 4 August 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.04.009
Related Items (4)
On recurrence of the multidimensional Lindley process ⋮ Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance ⋮ Power and exponential moments of the number of visits and related quantities for perturbed random walks
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