Inequalities for the overshoot

DOI10.1214/aoap/1177004913zbMath0812.60021OpenAlexW1973114893WikidataQ56906966 ScholiaQ56906966MaRDI QIDQ1345592

Joseph T. Chang

Publication date: 14 May 1995

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

Full work available at URL: https://doi.org/10.1214/aoap/1177004913

zbMATH Keywords

renewal theorystochastic orderingcouplingresidual lifetimeexcess over the boundaryinspection paradoxladder height of random walkslength- biased sampling

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (12)

Markov Renewal Theory for Stationary (m + 1)-Block Factors: First Passage Time and Overshoot ⋮ Upper bounds on the expected time to ruin and on the expected recovery time ⋮ The overshoot of a random walk with negative drift ⋮ A bound on the expected overshoot for some concave boundaries ⋮ Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments ⋮ Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations ⋮ The precise tail behavior of the total progeny of a killed branching random walk ⋮ Inequalities on the overshoot beyond a boundary for independent summands with differing distributions ⋮ Tracking a random walk first-passage time through noisy observations ⋮ A probabilistic analysis of some tree algorithms ⋮ On a renewal function when the second moment is infinite ⋮ The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments

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