Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 593-613
Citer cet article
B. A. Rogozin. The distribution of the first ladder moment and height and fluctuations of random walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 593-613. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a0/
@article{TVP_1971_16_4_a0,
author = {B. A. Rogozin},
title = {The distribution of the first ladder moment and height and fluctuations of random walk},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {593--613},
year = {1971},
volume = {16},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a0/}
}
TY - JOUR
AU - B. A. Rogozin
TI - The distribution of the first ladder moment and height and fluctuations of random walk
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1971
SP - 593
EP - 613
VL - 16
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a0/
LA - ru
ID - TVP_1971_16_4_a0
ER -
%0 Journal Article
%A B. A. Rogozin
%T The distribution of the first ladder moment and height and fluctuations of random walk
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 593-613
%V 16
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a0/
%G ru
%F TVP_1971_16_4_a0
Let $\xi_1,\xi_2,\dots$ be independent identically destributed random variables, and let $S_0=0$, $S_n=\sum_{i=1}^n\xi_i$, $T=\min\{n\colon S_n>0\}$, $H=S_T$. In the paper, the distributions of $T$ and $H$ are investigated.
