On moments of ladder height variables
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Publication:1079878
DOI10.1016/0196-8858(86)90005-9zbMath0598.60079OpenAlexW2038233132MaRDI QIDQ1079878
Publication date: 1986
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0196-8858(86)90005-9
Related Items
Stability of the overshoot for Lévy processes ⋮ Stability of overshoots of Markov additive processes ⋮ Local behaviour of first passage probabilities ⋮ On calculation of moments of ladder heights ⋮ On the existence of moments of ladder heights ⋮ Local probabilities for random walks conditioned to stay positive ⋮ Exact and asymptotic \(n\)-tuple laws at first and last passage ⋮ A note on summability of ladder heights and the distributions of ladder epochs for random walks ⋮ Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes ⋮ Martin boundary of a killed random walk on a quadrant ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance
Cites Work
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- Conditions for Finite Ladder Height and Delay Moments
- Moments of ladder heights in random walks
- The Strong Law of Large Numbers When the Mean is Undefined
- A Tauberian Theorem and Its Probability Interpretation
- Mixture of Distributions
