Second-order approximations for certain stopped sums in extended renewal theory
From MaRDI portal
Publication:3787252
DOI10.2307/1427396zbMath0644.60091MaRDI QIDQ3787252
Publication date: 1988
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427396
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60K05: Renewal theory
Related Items
Renewal theory in a random environment, Asymptotics for renewal-reward processes with retrospective reward structure, Markov Renewal Theory for Stationary (m + 1)-Block Factors: First Passage Time and Overshoot