Renewal theorems and stability for the reflected process
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Publication:1016615
DOI10.1016/j.spa.2008.06.009zbMath1163.60308OpenAlexW2154746747MaRDI QIDQ1016615
Ross A. Maller, Ronald Arthur Doney, Mladen Svetoslavov Savov
Publication date: 6 May 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2008.06.009
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)
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