Asymptotic expansions for the moments of the Gaussian random walk with two barriers
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- Tahir A. Khaniev & Halim Özdemir & Selahattin Maden, 1998. "Calculating the probability characteristics of a boundary functional of a semi‐continuous random process with reflecting and delaying screens," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 14(2), pages 117-123, June.
- Alsmeyer, Gerold, 1991. "Some relations between harmonic renewal measures and certain first passage times," Statistics & Probability Letters, Elsevier, vol. 12(1), pages 19-27, July.
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- Khaniyev, T. & Kesemen, T. & Aliyev, R. & Kokangul, A., 2008. "Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 785-793, April.
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Keywords
Gaussian random walk Wiener-Hopf factorization moments of ergodic distribution of process asymptotic expansions ladder variables;Statistics
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