Wald's equations, first passage times and moments of ladder variables in Markov random walks (Q4228259)

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scientific article; zbMATH DE number 1248245
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Wald's equations, first passage times and moments of ladder variables in Markov random walks
scientific article; zbMATH DE number 1248245

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    Wald's equations, first passage times and moments of ladder variables in Markov random walks (English)
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    26 April 1999
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    ladder variables
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    first passage times
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    Wiener-Hopf factorization
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