Asymptotics for the moments of the overshoot and undershoot of a random walk (Q5320661)
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scientific article; zbMATH DE number 5581999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for the moments of the overshoot and undershoot of a random walk |
scientific article; zbMATH DE number 5581999 |
Statements
Asymptotics for the moments of the overshoot and undershoot of a random walk (English)
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22 July 2009
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local and nonlocal asymptotics
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moment
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first ascending ladder height
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renewal equation
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overshoot
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undershoot
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