Two comparison theorems for nonlinear first passage times and their linear counterparts

DOI10.1016/S0167-7152(01)00107-9MaRDI QIDQ5956485zbMATHOpenAlexFDO

Authors Gerold Alsmeyer

Publication date 27 October 2002

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

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00107-9

zbMATH Keywords

first passage timesperturbed random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 192907 (Why is no real title available?)
• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• First passage times for perturbed random walks
• On the difference between two first passage times
• On the expansion for expected sample size in nonlinear renewal theory
• Sequential analysis. Tests and confidence intervals

Cited in

(2)

• First passage times for perturbed random walks
• Asymptotics of numerical characteristics of the first passage time of level by the trajectory of perturbed Markov chain

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