Limit theorems for first-passage times in linear and non-linear renewal theory

DOI10.2307/1427340zbMath0553.60074OpenAlexW2323468343MaRDI QIDQ3347066

Steven P. Lalley

Publication date: 1984

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427340

zbMATH Keywords

exponential familyfirst passage timesequential analysislikelihood ratio procedurelarge deviation theorem for the time of first passage

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10) Renewal theory (60K05)

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