Spitzer's Identity for Discrete Random Walks¶
Janssen, A. J. E. M., & van Leeuwaarden, J. S. H. (2017). Spitzer's Identity for Discrete Random Walks.
Cited by¶
1 citation across 1 artifact.
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Domain-specific¶
- Spitzer's Formula
- A source-verified one-sided statement is, for \(|u|<1\) and real \(t\),
This sourceFull text inspected. The paper restates the general named identity and proves a narrower integer-valued bounded-left version by a new method; its insurance-capital mention supports model context, while the finite-horizon ruin equivalence above is an explicit derivation.
- A source-verified one-sided statement is, for \(|u|<1\) and real \(t\),
Verification¶
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Registry ID ref:7915df671cf5 · see in the full table