On a Method of Calculating Moments of Ladder Heights
A. V. Nagaev · Theory of Probability and Its Applications · 1986
Previous article Next article On a Method of Calculating Moments of Ladder HeightsA. V. NagaevA. V. Nagaevhttps://doi.org/10.1137/1130068PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. V. Nagaev, On moments of ladder heights, Abstracts of communications of IV USSR-Japan Symposium on Probability Theory and Math. Statistics. V.II, Metsniyereba, Tbilisi, 1982, 128– Google Scholar[2] William Feller, An introduction to probability theory and its applications. Vol. II. , Second edition, John Wiley & Sons Inc., New York, 1971xxiv+669 42:5292 0219.60003 Google Scholar[3] Tze Leung Lai, Asymptotic moments of random walks with applications to ladder variables and renewal theory, Ann. Probability, 4 (1976), 51–66 52:12086 0351.60062 CrossrefGoogle Scholar[4] Bengt Rosen, On the asymptotic distribution of sums of independent indentically distributed random variables, Ark. Mat., 4 (1962), 323–332 (1962) 25:5528 0103.11902 CrossrefGoogle Scholar[5] Frank Spitzer, A Tauberian theorem and its probability interpretation, Trans. Amer. Math. Soc., 94 (1960), 150–169 22:1930 0216.21201 CrossrefGoogle Scholar[6] D. Siegmund, Corrected diffusion approximations in certain random walk problems, Adv. in Appl. Probab., 11 (1979), 701–719 80i:60096 0422.60053 CrossrefGoogle Scholar[7] A. V. Nagaev, A representation of the generating function of a ladder pairRandom processes and mathematical statistics (Russian), “Fan”, Tashkent, 1983, 158–161, 239 932 511 Google Scholar[8] L. A. Shepp, A local limit theorem, Ann. Math. Statist., 35 (1964), 419–423 29:4090 0146.39103 CrossrefGoogle Scholar[9] A. A. Borovkov, New limit theorems in boundary-value problems for sums of independent terms, Sibirsk. Mat. Ž., 3 (1962), 645–694, (In Russian.) 26:3099 Google Scholar[10] B. A. Rggozin, On the distribution of the first overjump, Theory. Prob. Appl., 9 (1964), 450–465 LinkGoogle Scholar[11] I. S. Gradshteyn and , I. M. Ryzhik, Tables of Integrals, Sums, Series and Products, F-M, Moscow, 1963 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails An Estimate for the Sum of the Spitzer Series and Its GeneralizationS. V. Nagaev6 May 2021 | Theory of Probability & Its Applications, Vol. 66, No. 1AbstractPDF (458 KB)Оценка суммы ряда Спицера и ее обобщение27 February 2020 | Теория вероятностей и ее применения, Vol. 66, No. 1 Cross Ref Exact expressions for the moments of ladder heights1 September 2010 | Siberian Mathematical Journal, Vol. 51, No. 4 Cross Ref On calculation of moments of ladder heightsLithuanian Mathematical Journal, Vol. 46, No. 2 Cross Ref Volume 30, Issue 3| 1986Theory of Probability & Its Applications History Submitted:23 December 1982Published online:17 July 2006 InformationCopyright © 1986 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1130068Article page range:pp. 569-572ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics