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

DOI10.1016/S0167-7152(01)00107-9zbMATH Open0995.60044OpenAlexW1981877624MaRDI QIDQ5956485FDOQ5956485

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

Recommendations

• Limit theorems for first-passage times in linear and non-linear renewal theory
• Limit theorems for first-passage times in non–linear markov renewal theory
• scientific article
• A note on first-passage time and some related problems
• On the rates of convergence of first passage times and their associated processes
• scientific article; zbMATH DE number 3236498
• Comparing first-passage times for semi-Markov skip-free processes

zbMATH Keywords

first passage timesperturbed random walk

Mathematics Subject Classification ID

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

Cites Work

• Sequential analysis. Tests and confidence intervals
• Title not available (Why is that?)
• Title not available (Why is that?)
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• First passage times for perturbed random walks
• On the expansion for expected sample size in nonlinear renewal theory
• On the difference between two first passage times

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

This page was built for publication: Two comparison theorems for nonlinear first passage times and their linear counterparts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5956485)