Moments of the first descending epoch for a random walk with negative drift Full article

Journal	Statistics and Probability Letters ISSN: 0167-7152
Output data	Year: 2022, Volume: 189, Pages: 109547 Pages count : 5 DOI: 10.1016/j.spl.2022.109547
Tags	Random walk, Negative drift, Descending ladder epoch, Existence of moments, Heavy tail
Authors	Foss Sergey 1 , Prasolov Timofei 2
Affiliations	1 Heriot-Watt University, Edinburgh, EH14 4AS, UK 2 Novosibirsk State University, Novosibirsk, 630090, Russia