An analytic approach to finite fluctuation problems in probability
From MaRDI portal
Publication:774891
DOI10.1007/BF02795339zbMath0103.35903MaRDI QIDQ774891
Publication date: 1961
Published in: Journal d'Analyse Mathématique (Search for Journal in Brave)
Related Items (5)
An elementary probability approach to fluctuation theory ⋮ Some aspects of Baxter's functional equation ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5657456 Zuf�llige Pfade mit vertauschbaren Schritten] ⋮ THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING ⋮ Fluctuations of a renewal-reward process
Cites Work
- The numbers of zeros and of changes of sign in a symmetric random walk
- The Wiener-Hopf equation whose kernel is a probability density
- An operator identity
- A class of Toeplitz forms and their application to probability theory
- Toeplitz matrices, translation kernels and a related problem in probability theory
- A Combinatorial Lemma and Its Application to Probability Theory
- Stable Processes with An Absorbing Barrier
- Spitzer's Formula: A Short Proof
- Polynomials defined by a difference system
- A Two-Dimensional Operator Identity With Application to the Change of Sign In Sums of Random Variables
- Order Statistics of Partial Sums
- On the number of positive sums of independent random variables
- Sums of Symmetrical Random Variables
- On the fluctuations of sums of random variables
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: An analytic approach to finite fluctuation problems in probability