Moment Convergence of Reciprocals of some First Passage Times
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Publication:3988376
DOI10.1080/01966324.1991.10737301zbMath0743.60065OpenAlexW1999234906WikidataQ58298811 ScholiaQ58298811MaRDI QIDQ3988376
Publication date: 28 June 1992
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1991.10737301
Cites Work
- Asymptotic moments of random walks with applications to ladder variables and renewal theory
- A renewal theorem for curved boundaries and moments of first passage times
- Extended renewal theory and moment convergence in Anscombe's theorem
- On the moments and limit distributions of some first passage times
- Moments of ladder variables for driftless random walks
- Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
- Some Renewal Theorems with Application to a First Passage Problem
- The Variance of One-Sided Stopping Rules
- On the Supremum of $S_n/n$
- On certain limit theorems of the theory of probability
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