On the renewal measure for Gaussian sequences
type: Item
instance of: scholarly article
title: On the renewal measure for Gaussian sequences
zbMATH Open document ID: 0599.60080
DOI: 10.1016/0167-7152(86)90060-X
author: Fima Klebaner
published in: Statistics \& Probability Letters
publication date: 1986-01-01T00:00:00Z
review text: Let \(\xi_ 1,\xi_ 2,..\). be a Gaussian sequence, let \(U(t)=\sum^{\infty}_{1}P(\xi_ n\leq t)\) be the expected number of values of this sequence which do not exceed t. The author investigates the asymptotic behaviour of U(t) as \(t\to \infty\) under certain assumptions such as regular variation of E \(\xi\) \({}_ n\) and var \(\xi\) \({}_ n\).
reviewed by: Rudolf Grübel
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 3967615
zbMATH Keywords: Gaussian sequences
zbMATH Keywords: renewal measure
zbMATH Keywords: asymptotic behaviour
zbMATH Keywords: regular variation
Wikidata QID: Q57712801
MaRDI profile type: Publication
cites work: Q5624436
cites work: Renewal theorem for a class of stationary sequences
cites work: A nonlinear renewal theory with applications to sequential analysis. I
cites work: Regularly varying functions in the theory of simple branching processes
cites work: A renewal theorem for curved boundaries and moments of first passage times
full work available at URL: 0167-7152(86)90060-x
OpenAlex ID: W2041037631
description: scientific article; zbMATH DE number 3967615