Stopped Random Walks
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Publication:3532980
DOI10.1007/978-0-387-87835-5zbMath1166.60001OpenAlexW4247804722WikidataQ105584551 ScholiaQ105584551MaRDI QIDQ3532980
Publication date: 29 October 2008
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-87835-5
functional limit theoremsrenewal theoryuniform integrabilitylimit theoremsstopping timeslaws of iterated logarithmrandom walk theoryperturbed random walksAnscombe-Rényi theoremasymptotics of the renewal functionfirst passage across general boundariesladder variable techniqueslimit theorems with convergence of moments
Sums of independent random variables; random walks (60G50) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05) Limit theorems in probability theory (60Fxx)
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