Some relations between harmonic renewal measures and certain first passage times

DOI10.1016/0167-7152(91)90160-SzbMATH Open0733.60093OpenAlexW1969932008MaRDI QIDQ809481FDOQ809481

Gerold Alsmeyer

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90160-s

zbMATH Keywords

first passage timeladder variablesharmonic renewal measure

Mathematics Subject Classification ID

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

Cites Work

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• The Strong Law of Large Numbers When the Mean is Undefined
• On Excess Over the Boundary
• Harmonic Renewal Sequences and the First Positive Sum
• Harmonic renewal measures
• A renewal theorem of Blackwell type
• Tight bounds for the renewal function of a random walk
• Moments of ladder variables for driftless random walks
• Some theorems in an extended renewal theory. I.
• On harmonic renewal measures
• Properties of optimal extended-valued stopping rules for S\(_n\)/n
• Some Renewal Theorems with Application to a First Passage Problem

Cited In (13)

• Limit distribution for a semi-Markovian random walk with Weibull distributed interference of chance
• Asymptotic expansions for the moments of the Gaussian random walk with two barriers
• Exponential moments of first passage times and related quantities for Lévy processes
• Multivariate weighted renewal functions
• Estimators of the moments for the inventory model of type \((s,S)\)
• Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance
• On the number of jumps of random walks with a barrier
• Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance
• Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance
• Approximation results for the moments of random walk with normally distributed interference of chance
• The asymptotic of harmonic renewal measures
• Blackwell-type theorems for weighted renewal functions
• On generalized renewal measures and certain first passage times

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