A note on summability of ladder heights and the distributions of ladder epochs for random walks

DOI10.1016/J.SPA.2011.04.009zbMATH Open1234.60052OpenAlexW2092124453MaRDI QIDQ554446FDOQ554446

Authors: Kohei Uchiyama 

Publication date: 4 August 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.04.009

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zbMATH Keywords

potential functionSpitzer's conditionladder heightladder epoch

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probabilistic potential theory (60J45)

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Cited In (11)

• Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set
• On recurrence of the multidimensional Lindley process
• Power and exponential moments of the number of visits and related quantities for perturbed random walks
• On moments of the first ladder height of random walks with small drift
• On the ladder heights of random walks attracted to stable laws of exponent 1
• Multidimensional random walks conditioned to stay ordered via generalized ladder height functions
• The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance
• Tail behaviour of ladder-height distributions in random walks
• On the mean value of the ladder epoch for random walks with a small drift
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain
• Title not available (Why is that?)

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