On the Moment Characteristics of Ladder Variables

Research output: Contribution to journalArticlepeer-review


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)
Issue number6
Publication statusPublished - 1 May 2020


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