Moments of the first descending epoch for a random walk with negative drift

Original language	English
Article number	109547
Journal	Statistics and Probability Letters
Volume	189
DOIs	https://doi.org/10.1016/j.spl.2022.109547
Publication status	Published - Oct 2022

Descending ladder epoch, Existence of moments, Heavy tail, Negative drift, Random walk

ID: 36559651