Pages that link to "Item:Q1356367"
From MaRDI portal
The following pages link to Ladder heights, Gaussian random walks and the Riemann zeta function (Q1356367):
Displayed 15 items.
- The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (Q352900) (← links)
- Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime (Q943987) (← links)
- Complete corrected diffusion approximations for the maximum of a random walk (Q997958) (← links)
- Critical resonance in the non-intersecting lattice path model (Q1765106) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- On Lerch's transcendent and the Gaussian random walk (Q2455051) (← links)
- Cumulants of the maximum of the Gaussian random walk (Q2464856) (← links)
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions (Q2750962) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options (Q3445892) (← links)
- Back to the roots of the M/D/<i>s</i> queue and the works of Erlang, Crommelin and Pollaczek (Q3525726) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift (Q5426471) (← links)
- Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation, and Wijsman's Sum (Q5431479) (← links)
- Uniform renewal theory with applications to expansions of random geometric sums (Q5443152) (← links)