Article PDF
References
Feller, W.: An Introduction to Probability Theory and Its Applications, Vol. 2. New York: Wiley 1966
Lai, T.L.: Asymptotic moments of random walks with applications to ladder variables and renewal theory. Ann. Probability 4, 51–66 (1976)
Spitzer, F.: A Tauberian theorem and its probability interpretation. Trans. Amer. Math. Soc. 94, 150–169 (1960)
Author information
Authors and Affiliations
Additional information
Research supported by NSF Grant MCS-78-09179
Rights and permissions
About this article
Cite this article
Chow, Y.S., Lai, T.L. Moments of ladder variables for driftless random walks. Z. Wahrscheinlichkeitstheorie verw Gebiete 48, 253–257 (1979). https://doi.org/10.1007/BF00537523
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00537523