Problems in calculating moments and distribution functions of ladder heights

DOI10.1007/S10958-016-3021-9zbMATH Open1353.65011OpenAlexW2513816126MaRDI QIDQ341803FDOQ341803

T. V. Lazovskaya, S. V. Nagaev

Publication date: 17 November 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3021-9

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zbMATH Keywords

characteristic functionmethod of momentsnumerical exampleChebyshev continued fractions methoddistribution functionsFa di Bruno formulasFrobenius equation

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Exact expressions for the moments of ladder heights
• Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications
• On some boundary crossing problems for Gaussian random walks

Cited In (4)

• Properties of boundary functionals for a random walk with stable jump distributions
• On moments of ladder height variables
• Conditions for Finite Ladder Height and Delay Moments
• On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results

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