The distribution of the first ladder moment and height and fluctuations of random walk
Abstract
Let $\xi_1,\xi_2,\dots$ be independent identically destributed random variables, and let $S_0=0$ , $S_n=\sum_{i=1}^n\xi_i$ , $T=\min\{n\colon S_n>0\}$ , $H=S_T$ . In the paper, the distributions of$T$and$H$are investigated.
Submission history
[v1] 1971