On the Moment Characteristics of Ladder Variables

V. I. Lotov

doi:10.1007/s10958-020-04782-5

On the Moment Characteristics of Ladder Variables

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

Аннотация

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.

Язык оригинала	английский
Страницы (с-по)	793-799
Число страниц	7
Журнал	Journal of Mathematical Sciences (United States)
Том	246
Номер выпуска	6
DOI	https://doi.org/10.1007/s10958-020-04782-5
Состояние	Опубликовано - 1 мая 2020

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10.1007/s10958-020-04782-5

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On the Moment Characteristics of Ladder Variables

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