Nonlinear renewal theory for conditional random walks

DOI10.1214/AOP/1176990553zbMATH Open0727.60103OpenAlexW2032020580MaRDI QIDQ803667FDOQ803667

Authors: Inchi Hu 

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990553

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zbMATH Keywords

boundary crossingnonlinear renewal theoryconditional random walk

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15) Renewal theory (60K05) Other physical applications of random processes (60K40)

Cited In (4)

• On the nonlinear renewal theorem
• A uniform renewal theorem
• Approximations to expected stopping times with applications to sequential estimation
• The time until the final zero crossing of random sums with application to nonparametric bandit theory

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