مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymptotic expansions for the moments of the Gaussian random walk with two barriers

Title of article :

Asymptotic expansions for the moments of the Gaussian random walk with two barriers

Author/Authors :

Tahir Khaniyev، نويسنده , , Zafer Kucuk، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

103

Keywords :

Gaussian random walk , Wiener-Hopf factorization , moments of ergodic distribution of process , asymptoticexpansions , ladder variables

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140349

Link To Document :