Uniform Tauberian theorems and their applications to renewal theory and first passage problems

DOI10.1214/AOP/1176996032MaRDI QIDQ1241220zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai

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/1176996032

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Renewal theory (60K05)

Cited in

(7)

• Universal constraints on the location of extrema of eigenfunctions of non-local Schrödinger operators
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems
• A uniform renewal theorem
• Corrected random walk approximations to free boundary problems in optimal stopping
• A two-size Wright-Fisher model: asymptotic analysis via uniform renewal theory
• Precise large deviations through a uniform Tauberian theorem

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