ladder heights
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Harmonic Functions of Random Walks in a Semigroup via Ladder Heights

Journal of Theoretical Probability ◽

10.1007/s10959-019-00974-1 ◽

2020 ◽

Author(s):

Irina Ignatiouk-Robert

Keyword(s):

Random Walks ◽

Harmonic Functions ◽

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The potential function and ladder heights of a recurrent random walk on $\mathbb {Z}$ with infinite variance

Electronic Journal of Probability ◽

10.1214/20-ejp553 ◽

2020 ◽

Vol 25 (0) ◽

Author(s):

Kohei Uchiyama

Keyword(s):

Random Walk ◽

Potential Function ◽

Infinite Variance ◽

Recurrent Random Walk ◽

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On the ladder heights of random walks attracted to stable laws of exponent 1

Electronic Communications in Probability ◽

10.1214/18-ecp122 ◽

2018 ◽

Vol 23 ◽

Author(s):

Kôhei Uchiyama

Keyword(s):

Random Walks ◽

Stable Laws ◽

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Problems in Calculating Moments and Distribution Functions of Ladder Heights

Journal of Mathematical Sciences ◽

10.1007/s10958-016-3021-9 ◽

2016 ◽

Vol 218 (2) ◽

pp. 195-207

Author(s):

T. V. Lazovskaya ◽

S. V. Nagaev

Keyword(s):

Distribution Functions ◽

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Analysis of the discounted sum of ascending ladder heights

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2012.06.004 ◽

2012 ◽

Vol 51 (2) ◽

pp. 393-401 ◽

Author(s):

Hélène Cossette ◽

David Landriault ◽

Etienne Marceau ◽

Khouzeima Moutanabbir

Keyword(s):

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A note on summability of ladder heights and the distributions of ladder epochs for random walks

Stochastic Processes and their Applications ◽

10.1016/j.spa.2011.04.009 ◽

2011 ◽

Vol 121 (9) ◽

pp. 1938-1961 ◽

Author(s):

Kôhei Uchiyama

Keyword(s):

Random Walks ◽

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Exact expressions for the moments of ladder heights

Siberian Mathematical Journal ◽

10.1007/s11202-010-0069-5 ◽

2010 ◽

Vol 51 (4) ◽

pp. 675-695 ◽

Author(s):

S. V. Nagaev

Keyword(s):

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Exact expressions for moments of ladder heights

Doklady Mathematics ◽

10.1134/s106456240806029x ◽

2008 ◽

Vol 78 (3) ◽

pp. 916-919

Author(s):

S. V. Nagaev

Keyword(s):

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On the existence of moments of ladder heights

Statistics & Probability Letters ◽

10.1016/j.spl.2007.07.002 ◽

2008 ◽

Vol 78 (3) ◽

pp. 282-285 ◽

Author(s):

A.K. Aleškevičienė

Keyword(s):

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On calculation of moments of ladder heights

Lithuanian Mathematical Journal ◽

10.1007/s10986-006-0016-0 ◽

2006 ◽

Vol 46 (2) ◽

pp. 129-145 ◽

Author(s):

A. K. Aleškevičienė

Keyword(s):

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