Renewal theory with a trend

DOI10.1016/J.SPL.2011.03.031MaRDI QIDQ553067zbMATH OpenOpenAlexFDO

Authors Allan Gut

Publication date 26 July 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.03.031

zbMATH Keywords

central limit theoremrenewal theorystopping timefirst passage timestrong lawMarcinkiewich-Zygmund strong law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

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• A renewal theory with varying drift
• The renewal theorem in the absence of power moments
• Random Walks with Stochastically Bounded Increments: Renewal Theory
• Renewal theorems for random walks in multidimensional time
• On generalized renewal measures and certain first passage times

Cites work

• scientific article; zbMATH DE number 3516420 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• On the moments and limit distributions of some first passage times
• Probability: A Graduate Course
• Stopped Random Walks

Cited in

(4)

• scientific article; zbMATH DE number 3969825 (Why is no real title available?)
• scientific article; zbMATH DE number 4126538 (Why is no real title available?)
• A renewal theory with varying drift
• On the rates of convergence of first passage times and their associated processes

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