Ladder heights, Gaussian random walks and the Riemann zeta function
From MaRDI portal
Publication:1356367
Recommendations
Cites work
- scientific article; zbMATH DE number 4013703 (Why is no real title available?)
- scientific article; zbMATH DE number 3709377 (Why is no real title available?)
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Aspects of risk theory
- Asymptotic moments of random walks with applications to ladder variables and renewal theory
- Boundary crossing probabilities and statistical applications
- Comments on a problem of Chernoff and Petkau
- Corrected diffusion approximations in certain random walk problems
- Discretization error in simulation of one-dimensional reflecting Brownian motion
- Heavy Traffic Limit Theorems for Queues: A Survey
- On moments of the first ladder height of random walks with small drift
- Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)
- Sequential analysis. Tests and confidence intervals
Cited in
(28)- Renewal sequences and record chains related to multiple zeta sums
- Efficient simulation for the maximum of infinite horizon discrete-time Gaussian processes
- Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift
- Some variations on the extremal index
- Complete corrected diffusion approximations for the maximum of a random walk
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- Critical resonance in the non-intersecting lattice path model
- Heavy-traffic single-server queues and the transform method
- Approximation results for the moments of random walk with normally distributed interference of chance
- Uniform renewal theory with applications to expansions of random geometric sums
- Dominant poles and tail asymptotics in the critical Gaussian many-sources regime
- Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics
- Moment-based approximation for variance of semi-Markovian random walk with gamma distributed interference of chance
- Back to the roots of the M/D/s queue and the works of Erlang, Crommelin and Pollaczek
- On Lerch's transcendent and the Gaussian random walk
- Asymptotics of the maximum of Brownian motion under Erlangian sampling
- The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments
- Asymptotic equivalence between boundary perturbations and discrete exit times: application to simulation schemes
- Cumulants of the maximum of the Gaussian random walk
- Novel heavy-traffic regimes for large-scale service systems
- Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation, and Wijsman's Sum
- Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula
- On the moments of a semi-Markovian random walk with Gaussian distribution of summands
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk
- Extreme order statistics of random walks
- A Matched Asymptotic Expansions Approach to Continuity Corrections for Discretely Sampled Options. Part 1: Barrier Options
- Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime
- Economies-of-scale in many-server queueing systems: tutorial and partial review of the QED Halfin-Whitt heavy-traffic regime
This page was built for publication: Ladder heights, Gaussian random walks and the Riemann zeta function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1356367)
