Spitzer's Formula: A Short Proof

DOI10.2307/2033326MaRDI QIDQ5558321zbMATH OpenOpenAlexFDO

Authors J. G. Wendel

Publication date 1959

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2033326

zbMATH Keywords

probability theory

Cited in

(11)

• A discrete-time single-server queue with set-up time
• The Bohnenblust-Spitzer algorithm and its applications
• Fluctuations of a renewal-reward process
• An elementary probability approach to fluctuation theory
• Geometric stopping of a random walk and its applications to valuing equity-linked death benefits
• Baxter algebras and combinatorial identities. I
• Zuf�llige Pfade mit vertauschbaren Schritten
• Die kombinatorische L�sung einer Operator-Gleichung
• A Two-Dimensional Operator Identity With Application to the Change of Sign In Sums of Random Variables
• The use of Spitzer's identity in the investigation of the busy period and other quantities in the queue GI/G/1
• An analytic approach to finite fluctuation problems in probability

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