Nonlinear renewal theory under growth conditions

DOI10.1016/0304-4149(89)90081-1MaRDI QIDQ1122876zbMATH OpenOpenAlexWikidataFDO

Authors Harro Walk

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90081-1

zbMATH Keywords

stopping timesnonlinear renewal theoryBlackwell's renewal theoremexcess over the boundary

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 3157459 (Why is no real title available?)
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• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• A nonlinear renewal theory
• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• A renewal theorem and its applications to some sequential procedures
• A renewal theorem for curved boundaries and moments of first passage times
• Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
• Asymptotic expansions in boundary crossing problems
• Convergence Rates in the Law of Large Numbers
• Limit theorems for first-passage times in linear and non-linear renewal theory
• On first and last exit times for curved differentiable boundaries
• On the expansion for expected sample size in nonlinear renewal theory
• Sequential analysis. Tests and confidence intervals

Cited in

(10)

• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
• Parameter-dependent renewal theorems with applications
• An extension of Luque's growth condition
• Nonlinear Markov renewal theory with statistical applications
• On the nonlinear renewal theorem
• Nonlinear renewal theorems for random walks with perturbations of intermediate order
• First passage times for perturbed random walks
• Non-linear Renewal Theory with Stationary Perturbations
• Nonlinear allometric growth. I. Perfectly cooperative systems
• A non-linear renewal theorem with stationary and slowly changing perturbations

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