Inequalities on the overshoot beyond a boundary for independent summands with differing distributions

DOI10.1016/J.SPL.2007.02.013zbMATH Open1131.60037OpenAlexW2026620795WikidataQ33450620 ScholiaQ33450620MaRDI QIDQ2467383FDOQ2467383

John L. Spouge

Publication date: 21 January 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2683021

zbMATH Keywords

renewal theoryexcess over the boundaryLorden's inequality

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Applied Probability and Queues
• A simple coupling of renewal processes
• On Excess Over the Boundary
• Inequalities for the overshoot
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• On the nonlinear renewal theorem

Cited In (1)

• Inequalities for the overshoot

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