On the moments of certain first passage times for linear growth processes (Q580814): Difference between revisions

The author extends results for renewal processes concerning moments of the first passage times across nonlinear boundaries and the associated stopped sum and the overshoot to more general processes, allowing certain dependencies between the summands.

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reviewed by

Allan Gut

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zbMATH Keywords

renewal processes

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first passage times

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0304-4149(87)90193-1

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cites work

Q3776304

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Coupling and the Renewal Theorem

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On the Moments of Some One-sided Stopping Rules

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On the $L_p$-Convergence for $n^{-1/p} S_n, 0 &lt; p &lt; 2^1$

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A Renewal Theorem for Random Variables which are Dependent or Non-Identically Distributed

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Q4130130

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On the moments and limit distributions of some first passage times

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On the moments of some first passage times for sums of dependent random variables

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Q3911791

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Some theorems in an extended renewal theory. I.

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Q3970132

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The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem

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Q4076577

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A nonlinear renewal theory with applications to sequential analysis. I

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A nonlinear renewal theory with applications to sequential analysis II

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Q4114574

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Some One-Sided Stopping Rules

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A renewal theorem for curved boundaries and moments of first passage times

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Second order approximations for sequential point and interval estimation

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Q3948486

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Identifiers

zbMATH Open document ID

0626.60037

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DOI

10.1016/0304-4149(87)90193-1

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:580814

@@ Property / cites work @@
+Q3776304
@@ Property / cites work: Q3776304 / rank @@
+Normal rank
@@ Property / cites work @@
+Coupling and the Renewal Theorem
@@ Property / cites work: Coupling and the Renewal Theorem / rank @@
+Normal rank
@@ Property / cites work @@
+On the Moments of Some One-sided Stopping Rules
@@ Property / cites work: On the Moments of Some One-sided Stopping Rules / rank @@
+Normal rank
@@ Property / cites work @@
+On the $L_p$-Convergence for $n^{-1/p} S_n, 0 &amp;lt; p &amp;lt; 2^1$
+Normal rank
@@ Property / cites work @@
+A Renewal Theorem for Random Variables which are Dependent or Non-Identically Distributed
+Normal rank
@@ Property / cites work @@
+Q4130130
@@ Property / cites work: Q4130130 / rank @@
+Normal rank
@@ Property / cites work @@
+On the moments and limit distributions of some first passage times
+Normal rank
@@ Property / cites work @@
+On the moments of some first passage times for sums of dependent random variables
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Some theorems in an extended renewal theory. I.
@@ Property / cites work: Some theorems in an extended renewal theory. I. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3970132
@@ Property / cites work: Q3970132 / rank @@
+Normal rank
@@ Property / cites work @@
+The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
+Normal rank
@@ Property / cites work @@
+Q4076577
@@ Property / cites work: Q4076577 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear renewal theory with applications to sequential analysis. I
+Normal rank
@@ Property / cites work @@
+A nonlinear renewal theory with applications to sequential analysis II
+Normal rank
@@ Property / cites work @@
+Q4114574
@@ Property / cites work: Q4114574 / rank @@
+Normal rank
@@ Property / cites work @@
+Some One-Sided Stopping Rules
@@ Property / cites work: Some One-Sided Stopping Rules / rank @@
+Normal rank
@@ Property / cites work @@
+A renewal theorem for curved boundaries and moments of first passage times
+Normal rank
@@ Property / cites work @@
+Second order approximations for sequential point and interval estimation
+Normal rank
@@ Property / cites work @@
+Q3948486
@@ Property / cites work: Q3948486 / rank @@
+Normal rank