A functional central limit theorem connected with extended renewal theory

DOI10.1007/BF00536623zbMath0253.60029MaRDI QIDQ5667304

Allan Gut

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Convergence of probability measures (60B10) Renewal theory (60K05)

Related Items

Functional limit theorems for cumulative processes and stopping times, Strong approximation of renewal processes, Strong approximation of certain stopped sums

Cites Work

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• Extension of a renewal theorem
• Existence of Optimal Stopping Rules for Rewards Related to $S_n/n$
• Some Renewal Theorems with Application to a First Passage Problem
• Some One-Sided Stopping Rules
• Functional central limit theorems for processes with positive drift and their inverses
• Invariance Theorems for First Passage Time Random Variables
• Renewal Theory From the Point of View of the Theory of Probability