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
13
From page
91
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