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Revision as of 11:41, 5 March 2024

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Stopped Random Walks
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    Stopped Random Walks (English)
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    29 October 2008
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    random walk theory
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    stopping times
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    limit theorems
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    limit theorems with convergence of moments
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    laws of iterated logarithm
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    renewal theory
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    Anscombe-Rényi theorem
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    uniform integrability
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    asymptotics of the renewal function
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    ladder variable techniques
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    first passage across general boundaries
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    functional limit theorems
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    perturbed random walks
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