On the Moment Characteristics of Ladder Variables Full article
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Journal of Mathematical Sciences (United States)
ISSN: 1072-3374 , E-ISSN: 1573-8795 |
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| Output data | Year: 2020, Volume: 246, Number: 6, Pages: 793-799 Pages count : 7 DOI: 10.1007/s10958-020-04782-5 | ||||
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Abstract:
We propose an algorithm for finding exact relations connecting the moments of ladder
variables with the moments of increments in a random walk. For an example we use
this algorithm to find the corresponding relations for moments of order at most three.
The algorithm is based on properties of factorization identities.
Cite:
Lotov V.I.
On the Moment Characteristics of Ladder Variables
Journal of Mathematical Sciences (United States). 2020. V.246. N6. P.793-799. DOI: 10.1007/s10958-020-04782-5 Scopus OpenAlex
On the Moment Characteristics of Ladder Variables
Journal of Mathematical Sciences (United States). 2020. V.246. N6. P.793-799. DOI: 10.1007/s10958-020-04782-5 Scopus OpenAlex
Original:
Лотов В.И.
О моментных характеристиках лестничных величин
Сибирский журнал чистой и прикладной математики. 2018. Т.18. №2. С.53-59. DOI: 10.17377/PAM.2018.18.6
О моментных характеристиках лестничных величин
Сибирский журнал чистой и прикладной математики. 2018. Т.18. №2. С.53-59. DOI: 10.17377/PAM.2018.18.6
Dates:
| Submitted: | Nov 20, 2017 |
| Published print: | May 10, 2020 |
Identifiers:
| Scopus: | 2-s2.0-85082772610 |
| OpenAlex: | W3014360635 |
Citing:
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