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

DOI10.1080/07474949308836282zbMath0805.60089OpenAlexW2020513905MaRDI QIDQ4293733

Yeongtzay Su

Publication date: 7 July 1994

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949308836282

zbMATH Keywords

first passage timeslocal limit theoremMarkov renewal theoryMarkov random walksNagaev's inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Renewal theory (60K05)

Related Items (2)

Non-linear Renewal Theory with Stationary Perturbations ⋮ Nonlinear renewal theory for lattice markov random walk

Cites Work

• Conditional Markov renewal theory. I. Finite and denumerable state space
• Sequential analysis. Tests and confidence intervals
• Nonlinear Markov renewal theory with statistical applications
• Renewal theory for functionals of a Markov chain with general state space
• A nonlinear renewal theory with applications to sequential analysis. I
• Limit theorems for first-passage times in linear and non-linear renewal theory
• Non–linear renewal theory for lattice random walks
• Repeated likelihood ratio tests
• Some Limit Theorems for Large Deviations
• Unnamed Item

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