On the mean value of the ladder epoch for random walks with a small drift
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Publication:5445153
DOI10.1070/IM2006v070n06ABEH002344zbMath1137.60020MaRDI QIDQ5445153
Publication date: 3 March 2008
Published in: Izvestiya: Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/im2006v070n06abeh002344
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60E10: Characteristic functions; other transforms
60G50: Sums of independent random variables; random walks
26A12: Rate of growth of functions, orders of infinity, slowly varying functions
40E05: Tauberian theorems
11N60: Distribution functions associated with additive and positive multiplicative functions
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