Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (Q1085884)
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| Language | Label | Description | Also known as |
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| English | Asymptotic expansions for the variance of stopping times in nonlinear renewal theory |
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Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (English)
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1986
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The authors develop asymptotic expansions for the mean and the variance of first passage times for slightly perturbed random walks (sums of i.i.d. r.v.s). They also consider the corresponding problem for certain functions of Brownian motion. All of this belongs to the domain nowadays called nonlinear renewal theory.
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asymptotic expansions
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first passage times
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renewal theory
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