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An explicit expression for the remainder in the Pizzetti formula

✍ Scribed by M. N. Olevskii


Publisher
Springer US
Year
1990
Tongue
English
Weight
230 KB
Volume
23
Category
Article
ISSN
0016-2663

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On an explicit formula for the distribut
✍ M.S. Sgibnev πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 151 KB

Let M~ be the supremum of a random walk drifting to -oo which is generated by the partial sums of a sequence of independent identically distributed random variables with a common distribution F. We prove that the moment generating function Eexp(sM~) is a rational function if and only if the function