On the moments of some first passage times for sums of dependent random variables

DOI10.1016/0304-4149(74)90015-5zbMath0281.60051OpenAlexW2079498576MaRDI QIDQ1843266

Allan Gut

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1016/0304-4149(74)90015-5

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Related Items (7)

Analysis of artifacts in shell-based image inpainting: why they occur and how to eliminate them ⋮ Moments of randomly stopped sums -- revisited ⋮ Explicit convergence rates of the embedded \(\mathrm{M}/\mathrm{G}/1\) queue ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ On the moments of certain first passage times for linear growth processes ⋮ Subgeometric rates of convergence for a class of continuous-time Markov process ⋮ Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distribution function inequalities for martingales
• On the moments and limit distributions of some first passage times
• Martingale Transforms
• Moments of Randomly Stopped Sums
• On the Moments of Some One-sided Stopping Rules
• Some Renewal Theorems with Application to a First Passage Problem
• Some One-Sided Stopping Rules
• On a Class of Limit Distributions for Normalized Sums of Independent Random Variables

This page was built for publication: On the moments of some first passage times for sums of dependent random variables