Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process

DOI10.1134/S0037446615050018zbMath1334.60184MaRDI QIDQ5963433

Aleksandr A. Borovkov

Publication date: 19 February 2016

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmfirst passage timecompound renewal processintegral limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Renewal theory (60K05)

Related Items (1)

Integro-Local Limit Theorems for Compound Renewal Processes

Cites Work

• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
• Asymptotic Analysis of Random Walks
• On the Distribution of the First Passage Time of a Random Walk to an Arbitrary Remote Boundary
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