Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula-Reference-Cited by-同舟云学术

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Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula

Published:2018-09-16 Issue:9 Volume:48 Page:2679-2688
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Gökpinar F.¹,Khaniyev T.A.²³,Aliyev R.T.³⁴

Affiliation:

1. Department of Statistics, Gazi University, Ankara, Turkey;

2. Department of Industrial Engineering, TOBB University of Economics and Technology, Ankara, Turkey;

3. Institute of Cybernetics, National Academy of Sciences Azerbaijan, Baku, Azerbaijan;

4. Department of Probability Theory and Mathematical Statistics, Baku State University, Baku, Azerbaijan

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2018.1468449

Reference22 articles.

1. Asymptotic approach for a renewal-reward process with a general interference of chance

2. Weak Convergence Theorem for Ergodic Distribution of Stochastic Processes with Discrete Interference of Chance and Generalized Reflecting Barrier

3. Complete corrected diffusion approximations for the maximum of a random walk

4. On Moments of the First Ladder Height of Random Walks with Small Drift

5. Ladder heights, Gaussian random walks and the Riemann zeta function

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