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Sibirskii Matematicheskii Zhurnal, 2002, Volume 43, Number 4, Pages 816–822 (Mi smj1332)  
This article is cited in 3 scientific papers (total in 3 papers)

Inequalities for the moments and distribution of the ladder height of a random walk

V. I. Lotov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (161 kB) Citations (3)
Abstract: We obtain upper bounds for the tail distribution of the first nonnegative sum of a random walk and for the moments of the overshoot over an arbitrary nonnegative level if the expectation of jumps is positive and close to zero. In addition, we find an estimate for the expectation of the first ladder epoch.
Keywords: adder epoch, ladder height, random walk with a small drift (heavy traffic condition).
Received: 28.11.2001
English version:
Siberian Mathematical Journal, 2002, Volume 43, Issue 4, Pages 655–660
DOI: https://doi.org/10.1023/A:1016372218798
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: V. I. Lotov, “Inequalities for the moments and distribution of the ladder height of a random walk”, Sibirsk. Mat. Zh., 43:4 (2002), 816–822; Siberian Math. J., 43:4 (2002), 655–660
Citation in format AMSBIB
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\by V.~I.~Lotov
\paper Inequalities for the moments and distribution of the ladder height of a~random walk
\jour Sibirsk. Mat. Zh.
\yr 2002
\vol 43
\issue 4
\pages 816--822
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1934582}
\zmath{https://zbmath.org/?q=an:1012.60049}
\transl
\jour Siberian Math. J.
\yr 2002
\vol 43
\issue 4
\pages 655--660
\crossref{https://doi.org/10.1023/A:1016372218798}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000177460300007}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Сибирский математический журнал Siberian Mathematical Journal
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