Asymptotic expansions for the variance of stopping times in nonlinear renewal theory

Author:

Alsmeyer G.,Irle A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Stopped Random Walks;Springer Series in Operations Research and Financial Engineering;2009

2. Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems;de Gruyter Expositions in Mathematics;2008-01-16

3. The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk;The Annals of Applied Probability;2005-08-01

4. Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications;Theory of Probability & Its Applications;2000-01

5. A martingale approach for detecting the drift of a Wiener process;Stochastic Processes and their Applications;1999-04

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