Tight bounds for the renewal function of a random walk

DOI10.1214/AOP/1176994732MaRDI QIDQ1139889zbMATH OpenOpenAlexFDO

Authors D. J. Daley

Publication date 1980

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

Full work available at URL https://doi.org/10.1214/aop/1176994732

zbMATH Keywords

ladder variablesrenewal function bounds

Mathematics Subject Classification ID

Renewal theory (60K05) Queueing theory (aspects of probability theory) (60K25)

Cited in

(13)

• Asymptotic expansions and inequalities in stability theorems for general Markov chains with relatively bounded perturbations
• On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
• Some bounds for the renewal function and the variance of the renewal process
• Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis
• The mean coupling time for independent discrete renewal processes
• An inequality for the coupling moment in the case of two inhomogeneous Markov chains
• Some results on renewal equations
• Properties of highly reliable systems with protection in the case of Poisson renewal process
• An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains
• An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists
• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• Improved bounds for the solutions of renewal equations
• Some relations between harmonic renewal measures and certain first passage times

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