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Moments of ladder variables for driftless random walks

  • Y. S. Chow
  • T. L. Lai
Article

Keywords

Stochastic Process Probability Theory Mathematical Biology Ladder Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  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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