Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk

Yanhong Wu

Annals of the Institute of Statistical Mathematics, 1999, vol. 51, issue 1, 187-200

Keywords: Brownian motion; ladder height and ladder epoch; strong renewal theorem (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1003843520980

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