\(L^ p\)-boundedness of the overshoot in multidimensional renewal theory

DOI10.1214/aop/1176987814zbMath0852.60084OpenAlexW1993826949MaRDI QIDQ1917214

Philip S. Griffin, Terry R. McConnell

Publication date: 8 December 1996

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

Full work available at URL: https://doi.org/10.1214/aop/1176987814

zbMATH Keywords

overshoot\(L^ p\)-boundednessexit conditionmultidimensional renewal theory

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (6)

Stability of the overshoot for Lévy processes ⋮ Almost sure relative stability of the overshoot of power law boundaries ⋮ Pruitt's estimates in Banach space ⋮ Overshoots over curved boundaries. II ⋮ Overshoots over curved boundaries ⋮ Renewal theorems and stability for the reflected process

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