Second-order asymptotics in level crossing for differences of renewal processes

DOI10.1016/0304-4149(92)90016-JzbMath0751.60085OpenAlexW2057754078WikidataQ118141968 ScholiaQ118141968MaRDI QIDQ1190173

Wilbert C. M. Kallenberg, Dirk P. Kroese

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90016-j

zbMATH Keywords

renewal processeslevel crossingSecond-order expansions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Reliability and life testing (62N05) Renewal theory (60K05)

Cites Work

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• Sequential analysis. Tests and confidence intervals
• Asymptotic expansions in boundary crossing problems
• On the Characteristics of the General Queueing Process, with Applications to Random Walk
• Limit theorems for first-passage times in linear and non-linear renewal theory
• Approximations to the Lifetime Distribution of k-Out-of-n Systems with Cold Standby
• The difference of two renewal processes level crossing and the infimum
• Convergence Rates in the Law of Large Numbers

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