Problems in calculating moments and distribution functions of ladder heights (Q341803): Difference between revisions
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Property / author: M. Dambrine / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65C50 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6653778 / rank | |||
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Property / zbMATH Keywords | |||
characteristic function | |||
Property / zbMATH Keywords: characteristic function / rank | |||
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numerical example | |||
Property / zbMATH Keywords: numerical example / rank | |||
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method of moments | |||
Property / zbMATH Keywords: method of moments / rank | |||
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distribution functions | |||
Property / zbMATH Keywords: distribution functions / rank | |||
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Chebyshev continued fractions method | |||
Property / zbMATH Keywords: Chebyshev continued fractions method / rank | |||
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Frobenius equation | |||
Property / zbMATH Keywords: Frobenius equation / rank | |||
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Property / zbMATH Keywords | |||
Fa di Bruno formulas | |||
Property / zbMATH Keywords: Fa di Bruno formulas / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10958-016-3021-9 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2513816126 / rank | |||
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Property / cites work | |||
Property / cites work: Exact expressions for the moments of ladder heights / rank | |||
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Property / cites work | |||
Property / cites work: Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications / rank | |||
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Property / cites work | |||
Property / cites work: Q3889331 / rank | |||
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Property / cites work | |||
Property / cites work: On some boundary crossing problems for Gaussian random walks / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 22:51, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Problems in calculating moments and distribution functions of ladder heights |
scientific article |
Statements
Problems in calculating moments and distribution functions of ladder heights (English)
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17 November 2016
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characteristic function
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numerical example
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method of moments
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distribution functions
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Chebyshev continued fractions method
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Frobenius equation
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Fa di Bruno formulas
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