Moments of ladder variables for driftless random walks

  • Y. S. Chow
  • T. L. Lai


Stochastic Process Probability Theory Mathematical Biology Ladder Variable 
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  1. 1.
    Feller, W.: An Introduction to Probability Theory and Its Applications, Vol. 2. New York: Wiley 1966Google Scholar
  2. 2.
    Lai, T.L.: Asymptotic moments of random walks with applications to ladder variables and renewal theory. Ann. Probability 4, 51–66 (1976)Google Scholar
  3. 3.
    Spitzer, F.: A Tauberian theorem and its probability interpretation. Trans. Amer. Math. Soc. 94, 150–169 (1960)Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • Y. S. Chow
    • 1
  • T. L. Lai
    • 1
  1. 1.Department of Mathematical StatisticsColumbia UniversityNew YorkUSA

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