Power and exponential moments of the number of visits and related quantities for perturbed random walks
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Publication:2346971
DOI10.1007/s10959-012-0475-7zbMath1318.60048arXiv1111.4159MaRDI QIDQ2346971
Matthias Meiners, Gerold Alsmeyer, Aleksander M. Iksanov
Publication date: 26 May 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.4159
renewal theory; first passage time; exponential moments; power moments; number of visits; last exit time; shot-noise processes; perturbed random walks
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60K05: Renewal theory
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