Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process

DOI10.1134/S0037446615050018zbMATH Open1334.60184MaRDI QIDQ5963433FDOQ5963433

Authors: A. A. Borovkov 

Publication date: 19 February 2016

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

first passage timelaw of the iterated logarithmcompound renewal processintegral limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• Ruin probabilities
• Title not available (Why is that?)
• Asymptotic Analysis of Random Walks
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• On the Distribution of the First Passage Time of a Random Walk to an Arbitrary Remote Boundary

Cited In (4)

• Boundary functionals for the difference of nonordinary renewal processes with discrete time
• Integral Limit Theorems for Nonlinear Boundary Crossing Time by Sums of Independent Variables
• Integro-Local Limit Theorems for Compound Renewal Processes
• Asymptotic results for certain first-passage times and areas of renewal processes

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