Moment Convergence of Reciprocals of some First Passage Times

DOI10.1080/01966324.1991.10737301zbMath0743.60065OpenAlexW1999234906WikidataQ58298811 ScholiaQ58298811MaRDI QIDQ3988376

Yuan-Shih Chow

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

zbMATH Keywords

asymptotic efficiencyfirst passage timeuniformly integrablerandom walks with nonnegative drifts

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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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