Asymptotics for increments of stopped renewal processes

DOI10.1016/J.SPL.2009.12.010zbMATH Open1187.60069OpenAlexW2076028256MaRDI QIDQ962010FDOQ962010

J. G. Steinebach, Allan Gut

Publication date: 1 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.12.010

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zbMATH Keywords

first passage timesstopping timechange-point analysisincrements of renewal counting processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Renewal theory (60K05)

Cites Work

• A two-step sequential procedure for detecting an epidemic change
• Truncated sequential change-point detection based on renewal counting processes. II
• Truncated Sequential Change‐point Detection based on Renewal Counting Processes
• On the moments and limit distributions of some first passage times
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• Invariance principles for renewal processes
• Stopped Random Walks
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• A Tauberian Theorem and Its Probability Interpretation
• Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
• A renewal theorem
• Extension of a renewal theorem
• Some more results on increments of the Wiener process
• On the law of large numbers
• Title not available (Why is that?)

Cited In (7)

• Simple and elegant derivations for some asymptotic results in the discrete-time renewal process
• Asymptotic behavior of a renewal process thinned by an alternating process
• On extreme value asymptotics for increments of renewal processes
• On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process
• Second-order approximations for certain stopped sums in extended renewal theory
• Preservation properties of a renewal process stopped at a random dependent time
• Asymptotic expansions for the variance of stopping times in nonlinear renewal theory

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