On a.s. and r-mean convergence of random processes with an application to first passage times
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Publication:4042410
DOI10.1007/BF00532871zbMath0291.60024MaRDI QIDQ4042410
Publication date: 1975
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Markov processes (60J99) Renewal theory (60K05)
Related Items (7)
On capital allocation for a risk measure derived from ruin theory ⋮ Stopped two-dimensional perturbed random walks and Lévy processes ⋮ On the moments of some first passage times and the associated processes ⋮ General optimal stopping with linear cost ⋮ Stopped Lévy processes with applications to first passage times ⋮ Generalized parking problems for levy processes ⋮ On efficient stopping times
Cites Work
- On the moments and limit distributions of some first passage times
- On convergence in r-mean of some first passage times and randomly indexed partial sums
- On the asymptotic distribution of the sum of a random number of independent random variables
- On a Stopping Rule and the Central Limit Theorem
- On Convergence in $r$-Mean of Normalized Partial Sums
- An $L^p$-Convergence Theorem
- Some One-Sided Stopping Rules
- On Wald's equations in continuous time
- On the $L_p$-Convergence for $n^{-1/p} S_n, 0 < p < 2^1$
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