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Analysis of the discounted sum of ascending ladder heights
Insurance: Mathematics and Economics, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cossette, Hélène +3 more
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The technique for determining time for rescuing people from height with the help of an aerial ladder
Fire and Emergencies: prevention, elimination, 2022Purpose. The article provides an analysis of people rescue procedure from height during a fire with the help of an aerial ladder, defines the speed characteristics for people to descend the ladder, analyzes the factors that influence the speed of descent, and offers the technique for determining time for rescuing people from height. Methods. To develop
M.V. SIBIRYAKOV +2 more
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On calculation of moments of ladder heights
Lithuanian Mathematical Journal, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Moments of ladder heights in random walks
Journal of Applied Probability, 1980A well-known result in the theory of random walks states that E{X 2} is finite if and only if E{Z+ } and E{Z_} are both finite (Z + and Z_ being the ladder heights and X a typical step-length) in which case E{X 2} = 2E{Z+ }E{Z_}.
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Problems in Calculating Moments and Distribution Functions of Ladder Heights
Journal of Mathematical Sciences, 2016The problem of approximate calculation of distribution functions of ladder heights is considered in the context of the finite number of its known moments. This problem is solved by means of the Chebyshev continued fractions method. The midpoint is finding the terms of fraction of the nth convergents of continued fractions. The moments are calculated by
T. V. Lazovskaya, S. V. Nagaev
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Exact expressions for moments of ladder heights
Doklady Mathematics, 2008Let \((S_n)_{n\geq 0}\) be a zero-delayed random walk with i.i.d. increments. The paper provides explicit expressions for \(\operatorname{E}Z^m\), \(m\in\mathbb{N}\), where \(Z\) is the first ladder height. These expressions take different forms depending on whether \(\operatorname{E}S_10\).
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Inequalities for the Moments and Distribution of the Ladder Height of a Random Walk
Siberian Mathematical Journal, 2002Upper bounds are obtained for the tail distribution of the first nonnegative term of a random walk and for the moment of the overshoot over an arbitrary nonnegative level (if the expectation of jumps is positive and close to zero).
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Tail behaviour of ladder-height distributions in random walks
Journal of Applied Probability, 1985We give necessary and sufficient conditions for various results connecting the tail behaviour of a distribution with that of its right Wiener–Hopf factor.
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Queues under preemptive lifo and ladder height distributions for risk processes: a duality
Communications in Statistics. Stochastic Models, 1996Summary: A sample-path duality is shown between the stationary service time in progress for single-server queues with general stationary input operating under the preemptive last-in-first-out (LIFO) discipline, and the first strictly descending ladder height in risk processes with a general stationary input.
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Advances in Applied Probability, 2006
There are two main inspiration sources for the investigations developed in this paper: (I) the approach of \textit{D. Dufresne} [Math. Finance 10, No. 4, 407--428 (2000; Zbl 1014.91040)], which shows that option prices can be constructed as values of probability density functions.
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There are two main inspiration sources for the investigations developed in this paper: (I) the approach of \textit{D. Dufresne} [Math. Finance 10, No. 4, 407--428 (2000; Zbl 1014.91040)], which shows that option prices can be constructed as values of probability density functions.
openaire +1 more source