Ladder heights, Gaussian random walks and the Riemann zeta function
نویسندگان
چکیده
منابع مشابه
Ladder Heights , Gaussian Random Walks , and the Riemann Zeta Function
Yale University and University of California, Berkeley Let Sn n ≥ 0 be a random walk having normally distributed increments with mean θ and variance 1, and let τ be the time at which the random walk first takes a positive value, so that Sτ is the first ladder height. Then the expected value EθSτ, originally defined for positive θ, may be extended to be an analytic function of the complex variab...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1997
ISSN: 0091-1798
DOI: 10.1214/aop/1024404419