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Nonlinear renewal theory for conditional random walks

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Publication:803667
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DOI10.1214/AOP/1176990553zbMath0727.60103OpenAlexW2032020580MaRDI QIDQ803667

Inchi Hu

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990553


zbMATH Keywords

boundary crossingnonlinear renewal theoryconditional random walk


Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Renewal theory (60K05) Paired and multiple comparisons; multiple testing (62J15)


Related Items (3)

The time until the final zero crossing of random sums with application to nonparametric bandit theory ⋮ A uniform renewal theorem ⋮ Approximations to expected stopping times with applications to sequential estimation







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