Some Renewal Theorems with Application to a First Passage Problem
Author:
Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4419-5823-5_8.pdf
Reference7 articles.
1. Chow, Y. S. (1966). On the moments of some one-sided stopping rules. Ann. Math. Statist. 37 382–387.
2. Chow, Y. S. and Robbins, H. (1963). A renewal theorem for random variables which are dependent or non-identically distributed. Ann. Math. Statist. 34 390–395.
3. Doetsch, G. (1950). Handbuch der Laplace-Transformation 1. Verlag-Birkhauser, Basel.
4. Heyde, C. C. (1964). Two probability theorems and their application to some firs passage problems. J. Austral. Math. Soc. 4 214–222.
5. Loeve, M. (1960). Probability Theory (2nd edition). Van Nostrand, New York.
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