On the Moment Characteristics of Ladder Variables

Research output: Contribution to journalArticle

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.

Original languageEnglish
Pages (from-to)793-799
Number of pages7
JournalJournal of Mathematical Sciences (United States)
Volume246
Issue number6
DOIs
Publication statusPublished - 1 May 2020

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