Renewal theory for m-dependent variables

DOI10.1214/aop/1176993500zbMath0514.60086OpenAlexW2004225269MaRDI QIDQ1051350

Svante Janson

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1214/aop/1176993500

zbMATH Keywords

first passage timesstationary m-dependent sequence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Related Items (14)

Markov Renewal Theory for Stationary (m + 1)-Block Factors: First Passage Time and Overshoot ⋮ Strong approximations of renewal processes and their applications ⋮ Reliable estimation via simulation ⋮ Local limit theorem for the distibution of s_n ⋮ Mallows permutations and finite dependence ⋮ Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations ⋮ On the stationary tail index of iterated random Lipschitz functions ⋮ Tail behavior of ACD models and consequences for likelihood-based estimation ⋮ FINITELY DEPENDENT COLORING ⋮ A multi-dimensional renewal theorem for finite Markov chains ⋮ Uniform Cesaro limit theorems for synchronous processes with applications to queues ⋮ Markov renewal theory for stationary \((m + 1)\)-block factors: convergence rate results. ⋮ One-dependent trigonometric determinantal processes are two-block-factors ⋮ Einstein relation for random walk in a one-dimensional percolation model

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