A note on the distance of ladder height distributions

Rudolf Grübel

Stochastic Processes and their Applications, 1986, vol. 23, issue 2, 339-341

Abstract: Let [mu]1+ and [mu]2+ be the distributions of the first ascending ladder heights of random walks with step distributions [mu]1 and [mu]2, respectively. We obtain an estimate for the distance of [mu]1+ and [mu]2+ in terms of the characteristic functions of [mu]1 and [mu]2.

Keywords: random; walks; ladder; heights; harmonic; renewal; measures (search for similar items in EconPapers)
Date: 1986
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