Tight bounds for the renewal function of a random walk

DOI10.1214/aop/1176994732zbMath0434.60087OpenAlexW2028893315MaRDI QIDQ1139889

Daryl J. Daley

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aop/1176994732

zbMATH Keywords

ladder variablesrenewal function bounds

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Renewal theory (60K05)

Related Items (12)

Asymptotic expansions and inequalities in stability theorems for general Markov chains with relatively bounded perturbations ⋮ Some results on renewal equations ⋮ An inequality for the coupling moment in the case of two inhomogeneous Markov chains ⋮ Some bounds for the renewal function and the variance of the renewal process ⋮ An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists ⋮ Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations ⋮ An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ Properties of highly reliable systems with protection in the case of Poisson renewal process ⋮ Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis ⋮ The mean coupling time for independent discrete renewal processes ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence ⋮ Some relations between harmonic renewal measures and certain first passage times

This page was built for publication: Tight bounds for the renewal function of a random walk