Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (Q1085884)
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scientific article; zbMATH DE number 3984237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for the variance of stopping times in nonlinear renewal theory |
scientific article; zbMATH DE number 3984237 |
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Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (English)
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1986
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The authors develop asymptotic expansions for the mean and the variance of first passage times for slightly perturbed random walks (sums of i.i.d. r.v.s). They also consider the corresponding problem for certain functions of Brownian motion. All of this belongs to the domain nowadays called nonlinear renewal theory.
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asymptotic expansions
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first passage times
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renewal theory
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0.90469545
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0.9000628
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0.8987404
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