Two comparison theorems for nonlinear first passage times and their linear counterparts

DOI10.1016/S0167-7152(01)00107-9zbMath0995.60044OpenAlexW1981877624MaRDI QIDQ5956485

Gerold Alsmeyer

Publication date: 27 October 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00107-9

zbMATH Keywords

first passage timesperturbed random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Cites Work

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• Sequential analysis. Tests and confidence intervals
• On the expansion for expected sample size in nonlinear renewal theory
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• ON THE DIFFERENCE BETWEEN TWO FIRST PA AGE TIME
• First passage times for perturbed random walks

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