On a Method of Calculating Moments of Ladder Heights

DOI10.1137/1130068MaRDI QIDQ3727076zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev

Publication date 1986

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1130068

zbMATH Keywords

algorithm for computation of the momentscharacteristic functionladder height's moments

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

Cited in

(6)

• On moments of ladder height variables
• On calculation of moments of ladder heights
• An estimate for the sum of the Spitzer series and its generalization
• Exact expressions for the moments of ladder heights
• On the time of the first level achievement for the ascending-descending process
• Properties of boundary functionals for a random walk with stable jump distributions

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