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Brownian motion
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ladder height and ladder epoch
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strong renewal theorem
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Wu, Yanhong
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Annals of the Institute of Statistical Mathematics
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Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk
Wu, Yanhong
- In:
Annals of the Institute of Statistical Mathematics
51
(
1999
)
1
,
pp. 187-200
Persistent link: https://www.econbiz.de/10005169179
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