Power and exponential moments of the number of visits and related quantities for perturbed random walks

DOI10.1007/s10959-012-0475-7zbMath1318.60048arXiv1111.4159OpenAlexW2055823445MaRDI 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

zbMATH Keywords

renewal theoryfirst passage timeexponential momentspower momentsnumber of visitslast exit timeshot-noise processesperturbed random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Related Items (9)

A functional limit theorem for random processes with immigration in the case of heavy tails ⋮ Importance sampling for maxima on trees ⋮ Exponential moments of first passage times and related quantities for Lévy processes ⋮ Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology ⋮ Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree ⋮ Functional limit theorems for renewal shot noise processes with increasing response functions ⋮ Functional limit theorems for the number of occupied boxes in the Bernoulli sieve ⋮ Fluctuation theory for Markov random walks ⋮ Gamma Kernels and BSS/LSS Processes

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