Some relations between harmonic renewal measures and certain first passage times

DOI10.1016/0167-7152(91)90160-SMaRDI QIDQ809481zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 192907 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 3894230 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• A renewal theorem of Blackwell type
• Harmonic Renewal Sequences and the First Positive Sum
• Harmonic renewal measures
• Moments of ladder variables for driftless random walks
• On Excess Over the Boundary
• 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
• Some theorems in an extended renewal theory. I.
• The Strong Law of Large Numbers When the Mean is Undefined
• Tight bounds for the renewal function of a random walk

Cited in

(15)

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

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