A simplified version of Spitzer’s formula for semicontinuous and almost semicontinuous processes
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Publication:2849276
DOI10.1090/S0094-9000-2013-00874-6zbMath1274.60145MaRDI QIDQ2849276
Publication date: 17 September 2013
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00874-6
Spitzer's formula; lLndberg's equation; semicontinuous and almost semicontinuous processes with independent increments; Spitzer's spectral functions
60G50: Sums of independent random variables; random walks
60K10: Applications of renewal theory (reliability, demand theory, etc.)
Cites Work