Renewal theory with a trend

DOI10.1016/J.SPL.2011.03.031zbMath1261.60037OpenAlexW2010917276MaRDI QIDQ553067

Allan Gut

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.031

zbMATH Keywords

renewal theorystrong lawstopping timecentral limit theoremfirst passage timeMarcinkiewich-Zygmund strong law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Cites Work

• On the moments and limit distributions of some first passage times
• Stopped Random Walks
• Probability: A Graduate Course
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