scientific article; zbMATH DE number 192907

zbMATH Open0634.60061MaRDI QIDQ4039795FDOQ4039795

Publication date: 5 June 1993

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Functional limit theorem for the local time of stopped random walk

renewal theory stopping times limit theorems functional limit theorems uniform integrability laws of iterated logarithm random walk theory Anscombe-Rényi theorem asymptotics of the renewal function first passage across general boundaries ladder variable techniques limit theorems with convergence of moments

Mathematics Subject Classification ID

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)

Cited In (only showing first 100 items - show all)

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
Estimation methods for passage times using one-dependent cycles
On the asymptotic behavior of sums of pairwise independent random variables
Estimation of the stationary distribution of semi-Markov processes with Borel state space
Stability and continuity of polling systems
On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
Heavy traffic analysis of maximum pressure policies for stochastic processing networks with multiple bottlenecks
An approach theoretic version of Anscombe's theorem with an application in biostatistics
Blackwell's renewal theorem for certain linear submartingales and coupling
Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.
Corrigendum to ``Limit theorems for iterated random functions by regenerative methods
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Poisson's equation for queues driven by a Markovian marked point process
On the almost sure central limit theorem for randomly indexed sums
Tools to Estimate the First Passage Time to a Convex Barrier
Limit Theorems for Stopped Random Sequences II: Large Deviations
On the limiting distribution of sample central moments
Invariance principles for the first passage times of perturbed random walks
A functional limit theorem for observations that change with time
A general multiparameter version of Gnedenko's transfer theorem
Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
Stopped two-dimensional perturbed random walks and Lévy processes
Stopped Lévy processes with applications to first passage times
State space collapse for multi-class queueing networks under SBP service policies
SOME REMARKS ON “FIRST PASSAGE TIMES FOR PERTURBED RANDOM WALKS”
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On asymptotic behavior of the mean value of the family of the first exit time of random walk described by a nonlinear function of first order autoregression process \((AR (1))\)
On the time of the first level achievement for the ascending-descending process
First exit times for ordinary and compound Poisson processes with nonlinear boundaries
Precise asymptotics for a type of order statistics
Elementary renewal theorems for widely dependent random variables with applications to precise large deviations
The limiting behavior for observations that change with time
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CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences
Estimation Methods for Delays in Non-regenerative Discrete-Event Systems
On the first passage time of the parabolic boundary by the Markov random walk
On the random functional central limit theorems with almost sure convergence for subsequences
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Diffusion approximation for fair resource control -- interchange of limits under a moment condition
Two comparison theorems for nonlinear first passage times and their linear counterparts
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

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