Second-order approximations for certain stopped sums in extended renewal theory

DOI10.2307/1427396zbMATH Open0644.60091OpenAlexW4239302399MaRDI QIDQ3787252FDOQ3787252

Authors: Gerold Alsmeyer 

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

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zbMATH Keywords

renewal theorystopped sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Cited In (4)

• Second order moment asymptotic expansions for a randomly stopped and standardized sum
• Markov Renewal Theory for Stationary (m + 1)-Block Factors: First Passage Time and Overshoot
• Asymptotics for renewal-reward processes with retrospective reward structure
• Renewal theory in a random environment

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