On the existence of moments of ladder heights

DOI10.1016/J.SPL.2007.07.002MaRDI QIDQ2474518zbMATH OpenOpenAlexFDO

Authors A. Aleškevičienė

Publication date 6 March 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.07.002

zbMATH Keywords

ladder heightsmoments of ladder heightsrandom walk

Mathematics Subject Classification ID

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

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Cites work

• A Tauberian Theorem and Its Probability Interpretation
• Asymptotic moments of random walks with applications to ladder variables and renewal theory
• scientific article; zbMATH DE number 3919471 (Why is no real title available?)
• Moments of ladder heights in random walks
• Moments of ladder variables for driftless random walks
• On calculation of moments of ladder heights
• On moments of ladder height variables
• On the existence of the mean ladder height for random walk

Cited in

(7)

• On moments of ladder height variables
• On calculation of moments of ladder heights
• Conditions for Finite Ladder Height and Delay Moments
• scientific article; zbMATH DE number 3919471 (Why is no real title available?)
• On the moments of ladder epochs for driftless random walks
• Exact expressions for moments of ladder heights
• On asymptotics of deficit distribution and its moments at the time of ruin

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