Asymptotic expansions for the moments of the Gaussian random walk with two barriers
type: Item
instance of: scholarly article
title: Asymptotic expansions for the moments of the Gaussian random walk with two barriers
zbMATH Open document ID: 1069.60073
author: Tahir Khaniyev
author: Z. Küçük
published in: Statistics \& Probability Letters
publication date: 2005-04-21T00:00:00Z
Mathematics Subject Classification ID: 60K15
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 2160004
zbMATH Keywords: Wiener-Hopf factorization
zbMATH Keywords: moments of ergodic distribution of process
zbMATH Keywords: ladder variables
MaRDI profile type: Publication
full work available at URL: j.spl.2004.06.018
OpenAlex ID: W2081616681
cites work: Q3680023
cites work: Some relations between harmonic renewal measures and certain first passage times
cites work: Asymptotic expansions for the moments of a randomly stopped average
cites work: Q4082108
cites work: Q5624436
cites work: Q4061759
cites work: Harmonic Renewal Sequences and the First Positive Sum
cites work: Q3285751
cites work: A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
cites work: Q4456164
cites work: Q4258903
cites work: On the semi-Markovian random walk with two reflecting barriers
cites work: Q3327420
cites work: Q3038266
cites work: On Excess Over the Boundary
cites work: Asymptotic Analysis of Distributions in Problems with Two Boundaries. II
cites work: On some boundary crossing problems for Gaussian random walks
cites work: Q3684957
cites work: Q5514929
cites work: Q5731217
cites work: Some Problems on a One-Dimensional Correlated Random Walk with Various Types of Barrier
DOI: 10.1016/J.SPL.2004.06.018
description: scientific article; zbMATH DE number 2160004