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On calculation of moments of ladder heights

Lithuanian Mathematical Journal, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +3 more sources

On a Method of Calculating Moments of Ladder Heights

Theory of Probability and Its Applications, 1986
Translation from Teor. Veroyatn. Primen. 30, No.3, 535-538 (Russian) (1985; Zbl 0575.60050).
exaly   +3 more sources

Exact expressions for moments of ladder heights

Doklady Mathematics, 2008
Let \((S_n)_{n\geq 0}\) 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 \(\operatorname{E}S_10\).
S V Nagaev
exaly   +3 more sources

Problems in Calculating Moments and Distribution Functions of Ladder Heights

Journal of Mathematical Sciences, 2016
The 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
Tatiana Lazovskaya, S V Nagaev
exaly   +2 more sources

The ascending ladder height distribution for a certain class of dependent random walks

Statistica Neerlandica, 1993
A 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

On the local behaviour of ladder height distributions

Journal of Applied Probability, 1994
There 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, 1992
This 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

Conditions for Finite Ladder Height and Delay Moments

Operations Research, 1984
We provide simple proofs for several known results: conditions for finite ladder height moments are obtained in a unified way for random walks under both the oscillating and drift cases. The random walk conditions are used to obtain conditions for finite delay moments for the GI/G/1 queue.
openaire   +3 more sources

The technique for determining time for rescuing people from height with the help of an aerial ladder

Fire and Emergencies: prevention, elimination, 2022
Purpose. 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
openaire   +1 more source

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