Research output: Contribution to journal › Article › peer-review
On the Moment Characteristics of Ladder Variables. / Lotov, V. I.
In: Journal of Mathematical Sciences (United States), Vol. 246, No. 6, 01.05.2020, p. 793-799.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - On the Moment Characteristics of Ladder Variables
AU - Lotov, V. I.
PY - 2020/5/1
Y1 - 2020/5/1
N2 - We propose an algorithm for finding exact relations connecting the moments of ladder variables with the moments of increments in a random walk. For an example we use this algorithm to find the corresponding relations for moments of order at most three. The algorithm is based on properties of factorization identities. Bibliography: 2 titles.
AB - We propose an algorithm for finding exact relations connecting the moments of ladder variables with the moments of increments in a random walk. For an example we use this algorithm to find the corresponding relations for moments of order at most three. The algorithm is based on properties of factorization identities. Bibliography: 2 titles.
UR - http://www.scopus.com/inward/record.url?scp=85082772610&partnerID=8YFLogxK
U2 - 10.1007/s10958-020-04782-5
DO - 10.1007/s10958-020-04782-5
M3 - Article
AN - SCOPUS:85082772610
VL - 246
SP - 793
EP - 799
JO - Journal of Mathematical Sciences (United States)
JF - Journal of Mathematical Sciences (United States)
SN - 1072-3374
IS - 6
ER -
ID: 23949992