scientific article; zbMATH DE number 192907
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Publication:4039795
zbMATH Open0634.60061MaRDI QIDQ4039795FDOQ4039795
Authors: Allan Gut 
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
Recommendations
renewal theorystopping timeslimit theoremsfunctional limit theoremsuniform integrabilitylaws of iterated logarithmrandom walk theoryAnscombe-Rényi theoremasymptotics of the renewal functionfirst passage across general boundariesladder variable techniqueslimit theorems with convergence of moments
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Renewal theory (60K05) Limit theorems in probability theory (60Fxx)
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- Renorming divergent perpetuities
- On the weak convergence of subordinated systems
- On the entropy for semi-Markov processes
- Pricing American-style securities using simulation
- Limit laws of transient excited random walks on integers
- Limit theorems for randomly stopped stochastic processes
- Modeling teletraffic arrivals by a Poisson cluster process
- Some characteristics of a surplus process in the presence of an upper barrier.
- A central limit theorem with random indices for stationary linear processes
- Maximum likelihood estimation of a change-point for exponentially distributed random variables.
- A unified approach for reliability and performability evaluation of semi-Markov systems
- Tail estimates for one-dimensional random walk in random environment
- Basic renewal theorems for random walks with widely dependent increments
- On finite exponential moments for branching processes and busy periods for queues
- Necessary conditions in limit theorems for cumulative processes.
- Approximations for the distribution of perpetuities with small discount rates
- Some properties of multiple decisions following a sequential test
- On the limit law of a random walk conditioned to reach a high level
- Runs in superpositions of renewal processes with applications to discrimination
- Global Strassen-type theorems for iterated Brownian motions
- Local limit theorems for shock models
- On the number of empty boxes in the Bernoulli sieve. II.
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
- On Vervaat and Vervaat-error-type processes for partial sums and renewals
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
- A two-step sequential procedure for detecting an epidemic change
- On some properties of randomly indexed sequences of random elements
- First passage times for perturbed random walks
- Limit theorems for mixed max-sum processes with renewal stopping
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme
- LIMIT THEOREMS FOR SUBCRITICAL AGE-DEPENDENT BRANCHING PROCESSES WITH TWO TYPES OF IMMIGRATION
- Limit theorems for iterated random functions by regenerative methods.
- Asymptotic results for a run and cumulative mixed shock model
- On the properties of a multiple sequential test
- Functional limit theorems for multitype branching processes and generalized Pólya urns.
- Realistic variation of shock models
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
- The asymptotic variance of departures in critically loaded queues
- The rate of occurrence of failures for semi-Markov processes and estimation
- Exact Risks of Sequential Point Estimators of the Exponential Parameter
- A weakly 1-stable distribution for the number of random records and cuttings in split trees
- The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model
- sequential estimation of the mean of a linear process
- Approximations for solutions of renewal-type equations
- A problem in one-dimensional diffusion-limited aggregation (DLA) and positive recurrence of Markov chains
- Time-average and asymptotically optimal flow control policies in networks with multiple transmitters
- Limit theorems for cumulative processes
- Random central limit theorem for the linear process generated by a strong mixing process
- The asymptotics of randomly indexed random sequences: independent indices
- On Stochastic Evolution Equations with Stochastic Boundary Conditions
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- Some relations between harmonic renewal measures and certain first passage times
- Perturbation analysis of the \(GI/GI/1\) queue
- Functional limit theorem for the local time of stopped random walk
- Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed \(G/G/1\) queue
- Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models
- Computing the extremal index of special Markov chains and queues
- Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles
- \(M/G/\infty\) with alternating renewal breakdowns
- Equivalences in strong limit theorems for renewal counting processes
- Renewal theorems for random walks in multidimensional time
- A note on non-regular martingales
- A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
- Directed random walks in random environments
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- Stable convergence of random sequences with random indices
- Entropy Rate and Maximum Entropy Methods for Countable Semi-Markov Chains
- Curve crossing for random walks reflected at their maximum
- Stopped Random Walks
- Simulation analysis of ruin capital in Sparre Andersen's model of risk
- A general stochastic model for nucleation and linear growth
- On essential information in sequential decision processes
- On a weighted embedding for pontograms
- A nonlinear parking problem
- Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes
- An overview of sequential nonparametric density estimation
- Multitype branching processes with immigration in random environment, and polling systems
- Hoeffding's Inequality for Stopped Martingales and Semi-Markov Processes
- A note on the variance of a stopping time
- Analysis and application of adaptive sampling
- First passage time distribution for linear functions of a random walk
- Estimation of the tail index for lattice-valued sequences
- Estimating the efficient price from the order flow: a Brownian Cox process approach
- On a weighted embedding for generalized pontograms.
- EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models
- On functional limit theorems for multivariate linear processes with applications to sequential estimation
- Limit theorems for supercritical branching processes in random environment
- On recurrence of the multidimensional Lindley process
- On the moment problem for random sums
- Reliable estimation via simulation
- Justifying diffusion approximations for multiclass queueing networks under a moment condition
- Random Walks with Stochastically Bounded Increments: Renewal Theory
- Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes
- Average error in the central limit theorem for the cumulative processes
- Derivative estimation via stochastic intensities: Event averages in queueing systems
- Markov renewal theory for stationary \((m + 1)\)-block factors: convergence rate results.
- On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk
- Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
- Principles of Optimal Sequential Planning
- Moments of randomly stopped sums -- revisited
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