On generalized renewal measures and certain first passage times

DOI10.1214/aop/1176989690zbMath0759.60088OpenAlexW1973587869MaRDI QIDQ1201171

Gerold Alsmeyer

Publication date: 17 January 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989690

zbMATH Keywords

random walksfirst passage timeslowly varying functionmartingale inequalitygeneralized renewal functions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

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