Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/33471

Title:	Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift
Authors:	Fuh,Cheng-Der
Contributors:	統計研究所
Keywords:	CORRECTED DIFFUSION APPROXIMATIONS;BOUNDARY CROSSING PROBABILITIES;GAUSSIAN RANDOM-WALKS;RENEWAL THEORY;RUIN PROBABILITIES;LIMIT-THEOREMS;PASSAGE TIMES;CHAIN;VARIABLES
Date:	2007
Issue Date:	2010-07-07 11:33:31 (UTC+8)
Publisher:	中央大學
Abstract:	Let (X-n, S-n) n >= 01 be a Markov random walk in which X-n takes values in a general state space and S-n takes values on the real line R. In this paper we present some results that are useful in the Study of asymptotic approximations of boundary crossing
Relation:	ADVANCES IN APPLIED PROBABILITY
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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