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JOURNALS
// Teoriya Veroyatnostei i ee Primeneniya
// Archive
Teor. Veroyatnost. i Primenen.,
1971
Volume 16,
Issue 4,
Pages
593–613
(Mi tvp2321)
This article is cited in
69
papers
The distribution of the first ladder moment and height and fluctuations of random walk
B. A. Rogozin
Novosibirsk
Abstract:
Let
$\xi_1,\xi_2,\dots$
be independent identically destributed random variables, and let
$S_0=0$
,
$S_n=\sum_{i=1}^n\xi_i$
,
$T=\min\{n\colon S_n>0\}$
,
$H=S_T$
.
In the paper, the distributions of
$T$
and
$H$
are investigated.
Received:
13.04.1970
Fulltext:
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English version:
Theory of Probability and its Applications, 1971,
16
:4,
575–595
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024