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: 65C50 / rank
 
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Property / Mathematics Subject Classification ID: 60F05 / rank
 
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Property / Mathematics Subject Classification ID: 60E10 / rank
 
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Property / zbMATH DE Number: 6653778 / rank
 
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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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Property / zbMATH Keywords
 
distribution functions
Property / zbMATH Keywords: distribution functions / rank
 
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Property / zbMATH Keywords
 
Chebyshev continued fractions method
Property / zbMATH Keywords: Chebyshev continued fractions method / rank
 
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Property / zbMATH Keywords
 
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: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s10958-016-3021-9 / rank
 
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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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Latest revision as of 22:51, 12 July 2024

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Problems in calculating moments and distribution functions of ladder heights
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    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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