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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 journalArticlepeer-review

Harvard

Lotov, VI 2020, 'On the Moment Characteristics of Ladder Variables', Journal of Mathematical Sciences (United States), vol. 246, no. 6, pp. 793-799. https://doi.org/10.1007/s10958-020-04782-5

APA

Lotov, V. I. (2020). On the Moment Characteristics of Ladder Variables. Journal of Mathematical Sciences (United States), 246(6), 793-799. https://doi.org/10.1007/s10958-020-04782-5

Vancouver

Lotov VI. On the Moment Characteristics of Ladder Variables. Journal of Mathematical Sciences (United States). 2020 May 1;246(6):793-799. doi: 10.1007/s10958-020-04782-5

Author

Lotov, V. I. / On the Moment Characteristics of Ladder Variables. In: Journal of Mathematical Sciences (United States). 2020 ; Vol. 246, No. 6. pp. 793-799.

BibTeX

@article{6521e317203d4cf293d391f3b1cc881d,
title = "On the Moment Characteristics of Ladder Variables",
abstract = "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.",
author = "Lotov, {V. I.}",
year = "2020",
month = may,
day = "1",
doi = "10.1007/s10958-020-04782-5",
language = "English",
volume = "246",
pages = "793--799",
journal = "Journal of Mathematical Sciences (United States)",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

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