Results 161 to 170 of about 225,850 (180)

Moments of ladder heights in random walks

Journal of Applied Probability, 1980
A 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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Inequalities for the Moments and Distribution of the Ladder Height of a Random Walk

Siberian Mathematical Journal, 2002
Upper 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, 1985
We 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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Ruin probabilities expressed in terms of ladder height distributions

Scandinavian Actuarial Journal, 1974
Abstract 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 ...
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Queues under preemptive lifo and ladder height distributions for risk processes: a duality

Communications in Statistics. Stochastic Models, 1996
Summary: 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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Online path planning of robotic grinding based on ladder height difference defects

Industrial Robot: the international journal of robotics research and application
Purpose 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.
Jiteng Zhu, Jue Wang, Yuwen Sun, Yi Liu
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Distribution of the first ladder height of a stationary risk process perturbed by α-stable Lévy motion

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.
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On ladder height densities and Laguerre series in the study of stochastic functionals. I. Basic methods and results

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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Asymptotic formulas for probabilities of large deviations of ladder heights

2009
Asymptotic formulas for large-deviation probabilities of a ladder height in a random walk generated by a sequence of sums of i.i.d. random variables are deduced. Two cases are considered: a) the distribution F(x) of summands is normal with a zero mean. b) F(x) belongs to the domain of the normal attraction of a stable law with the exponent 0 < ??
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Fall from a Ladder: Age Matters More Than Height

Journal of Surgical Research, 2012
J. Con, A. Tang, T. O'Keeffe, J. Wynne, N. Kulvatunyou, B. Joseph, L. Gries, D.J. Green, P. Rhee, R. Friese   +9 more
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