Markov Renewal Theory for Stationary (m + 1)-Block Factors: First Passage Time and Overshoot

DOI10.1081/STA-120028684MaRDI QIDQ3155278zbMATH OpenOpenAlexFDO

Authors Gerold Alsmeyer, V. Hoefs

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120028684

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• A nonlinear renewal theory with applications to sequential analysis II
• An alternative proof of Lorden&s renewal inequality
• Inequalities for the overshoot
• Markov renewal theory for stationary \((m + 1)\)-block factors: convergence rate results.
• On Excess Over the Boundary
• ON THE CUMULANTS OF RENEWAL PROCESSES
• Renewal theory for m-dependent variables
• Second-order approximations for certain stopped sums in extended renewal theory
• Uniform limit theorems for non-singular renewal and Markov renewal processes

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(4)

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