Uniform Tauberian theorems and their applications to renewal theory and first passage problems

DOI10.1214/aop/1176996032zbMath0365.60095OpenAlexW2085369811MaRDI QIDQ1241220

Tze Leung Lai

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aop/1176996032

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Renewal theory (60K05)

Related Items (5)

Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems ⋮ A uniform renewal theorem ⋮ Universal constraints on the location of extrema of eigenfunctions of non-local Schrödinger operators ⋮ Corrected random walk approximations to free boundary problems in optimal stopping

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