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

DOI10.1214/AOP/1176996181zbMath0368.60099OpenAlexW2043180073MaRDI QIDQ1242605

Michael B. Woodroofe

Publication date: 1976

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996181

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Renewal theory (60K05)

Related Items (21)

On the renewal measure for Gaussian sequences ⋮ Asymptotic expansions for the variance of stopping times in nonlinear renewal theory ⋮ Large deviations for the maxima of some random fields ⋮ Moment Convergence of Reciprocals of some First Passage Times ⋮ Tools to Estimate the First Passage Time to a Convex Barrier ⋮ Sequential estimation of the mean of NEF-PVF distributions ⋮ A repeated significance test in a linear model ⋮ Nonlinear renewal theory under growth conditions ⋮ Local limit theorem for the distibution of s_n ⋮ Some characteristics of a surplus process in the presence of an upper barrier. ⋮ Limit theorems on occupation times for perturbed random walks ⋮ A Langevin process reflected at a partially elastic boundary. I ⋮ Credit Risk Propagation in Structural-Form Models ⋮ Asymptotic operating characteristics of an optimal change point detection in hidden Markov models ⋮ On the moments of certain first passage times for linear growth processes ⋮ A nonlinear renewal theorem for discrete random variables ⋮ On a renewal function when the second moment is infinite ⋮ The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk ⋮ Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. ⋮ Nonparametric change-point detection for two populations ⋮ Combinatorial devices for sequential analysis

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