Ladder height process

id: ladder-height-process-279-3132353
title: Ladder height process
text: In probability theory, the ladder height process is a record of the largest or smallest value a given stochastic process has achieved up to the specified point in time. The Wiener-Hopf factorization gives the transition probability kernel in the discrete time case.
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category slug: encyclopedia
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original url: https://en.wikipedia.org/wiki/Ladder_height_process
date created:
date modified: 2020-07-27T22:04:19Z
main entity: {"identifier":"Q16887779","url":"https://www.wikidata.org/entity/Q16887779"}
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integrity: 13

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