Results 221 to 230 of about 927,412 (249)
Some of the next articles are maybe not open access.
The ascending ladder height distribution for a certain class of dependent random walks
Statistica Neerlandica, 1993A random walk {Sn} with Sn= (Xl ‐ Yl) +…+ (Xn ‐ Yn) is considered where the Xn Yn are non‐negative random variables, the Yn are exponentially distributed with rate δ and the Xn have common distribution function B. It is shown that the expression δ(1 ‐ S (x)) for the density of the ascending ladder height distribution of (Sn), which is well‐known for i ...
Asmussen, Søren, Schmidt, V.
exaly +3 more sources
Ruin probabilities expressed in terms of ladder height distributions
Scandinavian Actuarial Journal, 1974Abstract During the latest few years much attention has been given to the study of the ruin problem of a risk business when the epochs of claims form a renewal process. The study of this problem was initiated by E. S. Andersen (1957). Thorin has then in a series of papers (Thorin, 1970, 1971a, 1971b) shown that the Wiener-Hopf technique, originally ...
exaly +2 more sources
Online path planning of robotic grinding based on ladder height difference defects
Industrial RobotPurpose With the widely used for the superplastic forming/diffusion bonding, the ladder height difference defects (LHDDs) affect the quality of the products. The uncertain nature of LHDDs imposes a challenge for the robot to accurately detect and plan the grinding path.
Y Sun
exaly +2 more sources
Insurance: Mathematics and Economics, 2001
The risk model is described by an ergodic marked point process. This model is perturbed by a Lévy process with no downward jumps. The (modified) ladder height is defined as the first epoch where an event of the marked point process leads to a new maximum. Properties of the process until the first ladder height are studied.
exaly +3 more sources
The risk model is described by an ergodic marked point process. This model is perturbed by a Lévy process with no downward jumps. The (modified) ladder height is defined as the first epoch where an event of the marked point process leads to a new maximum. Properties of the process until the first ladder height are studied.
exaly +3 more sources
On the existence of the mean ladder height for random walk
Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete, 1982R A Doney
exaly +3 more sources
The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
Theory of Probability and Its Applications, 1971B A Rogozin
exaly +2 more sources
Fall from a Ladder: Age Matters More Than Height
Journal of Surgical Research, 2012T O'Keeffe, N Kulvatunyou, P Rhee
exaly +2 more sources
On the local behaviour of ladder height distributions
Journal of Applied Probability, 1994There is a well-known connection between the asymptotic behaviour of the tail of the distribution of the increasing ladder height and the integrated tail of the step distribution of a random walk which either drifts to –∞, or oscillates and whose decreasing ladder height has finite mean.
Bertoin, J., Doney, R. A.
openaire +2 more sources
An insensitivity property of ladder height distributions
Journal of Applied Probability, 1992This paper considers the undershoot of a general continuous-time risk process with dependent increments under a certain initial level. The increments are given by the locations and amounts of claims which are described by a stationary marked point process.
Frenz, Michael, Schmidt, Volker
openaire +1 more source
On a Method of Calculating Moments of Ladder Heights
Theory of Probability & Its Applications, 1986Translation from Teor. Veroyatn. Primen. 30, No.3, 535-538 (Russian) (1985; Zbl 0575.60050).
openaire +2 more sources