A note on the moments of first–crossing times related to nonlinear renewal theory
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Publication:3212095
DOI10.1080/17442509108833687zbMath0724.60094OpenAlexW2085322186MaRDI QIDQ3212095
Publication date: 1991
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509108833687
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)
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