Two probability theorems and their application to some first passage problems

DOI10.1017/S1446788700023417MaRDI QIDQ5737378zbMATH OpenOpenAlexFDO

Authors Christopher C. Heyde

Publication date 1964

Published in Journal of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1446788700023417

zbMATH Keywords

probability theory

Cites work

• A Combinatorial Lemma and Its Application to Probability Theory
• A Note on Cumulative Sums
• Exponential Convergence Rates for the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• The Probability in the Tail of a Distribution
• THE STRONG LAW OF LARGE NUMBERS WHEN THE FIRST MOMENT DOES NOT EXIST

Cited in

(10)

• A new proof of finite moment conditions for GI/G/1 busy periods
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Asymptotic behavior for Markovian iterated function systems
• Non-standard limits for a family of autoregressive stochastic sequences
• Weighted moments of the limit of a branching process in a random environment
• Revisits for transient random walk
• Exponential rate of almost-sure convergence of intrinsic martingales in supercritical branching random walks
• Geometry of Lipschitz percolation
• On finite exponential moments for branching processes and busy periods for queues
• A Theorem About the Oscillation of Sums of Independent Random Variables

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