Stopped Random Walks
From MaRDI portal
Publication:3532980
Anscombe-Rényi theoremasymptotics of the renewal functionfirst passage across general boundariesfunctional limit theoremsladder variable techniqueslaws of iterated logarithmlimit theoremslimit theorems with convergence of momentsperturbed random walksrandom walk theoryrenewal theorystopping timesuniform integrability
Recommendations
Cited in
(only showing first 100 items - show all)- A local limit theorem for perturbed random walks
- Sharp inequality for randomly stopped sums of independent non-negative random variables
- Stopped two-dimensional perturbed random walks and Lévy processes
- Minimum risk point estimation of Gini index
- Renewal theory for asymmetric \(U\)-statistics
- A functional limit theorem for the profile of random recursive trees
- Excited random walk in a Markovian environment
- Regularity of the speed of biased random walk in a one-dimensional percolation model
- An arcsine law for Markov random walks
- Fluctuation theory for Markov random walks
- Superposed continuous renewal processes: A Markov renewal approach
- Fixed points of the smoothing transform: two-sided solutions
- A CLT for renewal processes with a finite set of interarrival distributions
- Functional limit theorems for compound renewal processes
- Quality analysis in acyclic production networks
- Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem
- Finite blocklength analysis of energy harvesting channels
- Limit theorems for the one-dimensional random walk with random resetting to the maximum
- Erratic behavior for 1-dimensional random walks in a Liouville quasi-periodic environment
- A functional limit theorem for nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
- Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
- Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
- Small counts in nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
- Estimations of means and variances in a Markov linear model
- On busy periods of the critical GI/G/1 queue and BRAVO
- A simple method to find all solutions to the functional equation of the smoothing transform
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
- On capital allocation for a risk measure derived from ruin theory
- Tails of bivariate stochastic recurrence equation with triangular matrices
- Precise large deviation estimates for branching process in random environment
- Moments of the first descending epoch for a random walk with negative drift
- Asymptotically optimal sequential FDR and pFDR control with (or without) prior information on the number of signals
- How long is the convex minorant of a one-dimensional random walk?
- Exact long time behavior of some regime switching stochastic processes
- Limit theorems for random walks with absorption
- Functional limit theorem without centering for general shot-noise processes
- Non-standard limits for a family of autoregressive stochastic sequences
- Purely sequential point estimation of a function of the mean in an exponential distribution
- Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity
- A note on exact convergence rate in the local limit theorem for a lattice branching random walk
- Random walks in a moderately sparse random environment
- On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
- A central-limit-theorem version of the periodic Little's law
- Extremes of random variables observed in renewal times
- Power and exponential moments of the number of visits and related quantities for perturbed random walks
- Prediction of components in random sums
- A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
- On convergence of randomly indexed sequences; a counterexample based on the St.~Petersburg game
- Multivariate normal approximation for the stochastic simulation algorithm: limit theorem and applications
- Weak convergence of renewal shot noise processes in the case of slowly varying normalization
- Records from stationary observations subject to a random trend
- Zeros of random tropical polynomials, random polygons and stick-breaking
- Conformal geometry of sequential test in multidimensional curved exponential family
- Renewal theory for perturbed random walks and similar processes
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- Detection of stationary errors in multiple regressions with integrated regressors and cointegration
- Longest path distance in random circuits
- Stability of the exit time for Lévy processes
- Gambler's ruin: the duration of play
- Vertically weighted averages in Hilbert spaces and applications to imaging: fixed-sample asymptotics and efficient sequential two-stage estimation
- Fixed Accuracy Interval Estimation of the Common Variance in an Equi-Correlated Normal Distribution
- A central limit theorem for bootstrap sample sums from non-i.i.d. models
- Stationary limits of shot noise processes
- Fractionally integrated inverse stable subordinators
- scientific article; zbMATH DE number 55669 (Why is no real title available?)
- scientific article; zbMATH DE number 192907 (Why is no real title available?)
- On ergodic algorithms in random multiple access systems with ``success-failure feedback
- Limit Theorems for Stopped Random Sequences II: Large Deviations
- Limit theorems on occupation times for perturbed random walks
- scientific article; zbMATH DE number 2026734 (Why is no real title available?)
- Small and large scale behavior of moments of Poisson cluster processes
- Weak convergence of the number of vertices at intermediate levels of random recursive trees
- Functional limit theorems for the number of busy servers in a G/G/∞ queue
- On the bias, risk, and consistency of sample means in multi-armed bandits
- scientific article; zbMATH DE number 7626794 (Why is no real title available?)
- Tail probabilities of a random walk on an interval
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations
- Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations
- A functional limit theorem for general shot noise processes
- Functional limit theorems for the number of occupied boxes in the Bernoulli sieve
- Study of the limiting behavior of delayed random sums under non-identical distributions setup and a chover type LIL
- Inequalities for the average exit time of a random walk from an interval
- Estimating tails of independently stopped random walks using concave approximations of hazard functions
- Evolutionary algorithms for continuous-space optimisation
- On the total claim amount for marked Poisson cluster models
- On mutations in the branching model for multitype populations
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
- Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution
- Modelling failures times with dependent renewal type models via exchangeability
- Short Communications Moderate Large Deviations Principles for Trajectories of Compound Renewal Processes
- Asymptotics of First-Passage Percolation on One-Dimensional Graphs
- Limit theorems and phase transitions for two models of summation of independent identically distributed random variables with a parameter
- Nonparametric estimation of the stationary distribution of a discrete-time semi-Markov process
- Precautionary measures for credit risk management in jump models
- SOME REMARKS ON DISTRIBUTED SENSING WITH COSTS
- Non-exponential bounds for stop-loss premiums and ruin probabilities
- Renewal theory with a trend
- Statistical fluctuations under resetting: rigorous results
- Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations
- Hypothesis testing for panels of semi-Markov processes with parametric sojourn time distributions
This page was built for publication: Stopped Random Walks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3532980)