Non–linear renewal theory for lattice random walks

DOI10.1080/07474948208836013zbMath0512.60081OpenAlexW2094274888MaRDI QIDQ3657170

Steven P. Lalley

Publication date: 1982

Published in: Communications in Statistics. Part C: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948208836013

zbMATH Keywords

arithmetic distributionperturbed random walks

Mathematics Subject Classification ID

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

Related Items (7)

Asymptotic expansions for the variance of stopping times in nonlinear renewal theory ⋮ Nonlinear renewal theory for Markov random walks ⋮ Limit theorems for first-passage times in non–linear markov renewal theory ⋮ First passage times for perturbed random walks ⋮ On the first passage time of the parabolic boundary by the Markov random walk ⋮ Unnamed Item ⋮ Nonlinear renewal theory for lattice markov random walk

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