Blackwell's renewal theorem for certain linear submartingales and coupling

DOI10.1007/BF00994262zbMath0799.60083OpenAlexW1983720106MaRDI QIDQ1323524

Gerold Alsmeyer

Publication date: 17 November 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00994262

zbMATH Keywords

stochastic stabilitycoupling methodstochastic boundednessBlackwell's renewal theorem

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Cites Work

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