On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands (Q5485082)
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scientific article; zbMATH DE number 5050383
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| English | On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands |
scientific article; zbMATH DE number 5050383 |
Statements
On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands (English)
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28 August 2006
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Model of type \((s,S)\)
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Gaussian random walk
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ergodic ditribution
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boundary functional
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asymptotic expansions
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approximations formulas
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Monte Carlo experiments
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0.8029364347457886
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0.755166232585907
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0.7419223785400391
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0.7410176396369934
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