The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
- 1 January 1971
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 16 (4) , 575-595
- https://doi.org/10.1137/1116067
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Some local limit results in fluctuation theoryJournal of the Australian Mathematical Society, 1967
- On Distributions of Functionals Related to Boundary Problems for Processes with Independent IncrementsTheory of Probability and Its Applications, 1966
- On Some Classes of Processes with Independent IncrementsTheory of Probability and Its Applications, 1965
- On the Distribution of the First JumpTheory of Probability and Its Applications, 1964
- Stable processes with an absorbing barrierTransactions of the American Mathematical Society, 1958
- On the Distribution of the First Positive Sum for a Sequence of Independent Random VariablesTheory of Probability and Its Applications, 1957
- A combinatorial lemma and its application to probability theoryTransactions of the American Mathematical Society, 1956