Nonlinear renewal theory under growth conditions

DOI10.1016/0304-4149(89)90081-1zbMath0676.60079OpenAlexW2070830074WikidataQ127373650 ScholiaQ127373650MaRDI QIDQ1122876

Harro Walk

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90081-1

zbMATH Keywords

stopping timesnonlinear renewal theoryBlackwell's renewal theoremexcess over the boundary

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Renewal theory (60K05)

Related Items (2)

First passage times for perturbed random walks ⋮ The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk

Cites Work

• Sequential analysis. Tests and confidence intervals
• Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
• Asymptotic expansions in boundary crossing problems
• A nonlinear renewal theory
• On the expansion for expected sample size in nonlinear renewal theory
• A renewal theorem for curved boundaries and moments of first passage times
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• Limit theorems for first-passage times in linear and non-linear renewal theory
• On first and last exit times for curved differentiable boundaries
• A renewal theorem and its applications to some sequential procedures
• Convergence Rates in the Law of Large Numbers
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Nonlinear renewal theory under growth conditions