Limit theorems for first-passage times in linear and non-linear renewal theory-Reference-Cited by-同舟云学术

Limit theorems for first-passage times in linear and non-linear renewal theory

Published:1984-12 Issue:4 Volume:16 Page:766-803
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Lalley S. P.

Abstract

A local limit theorem for is obtained, where τ a is the first time a random walk Sn with positive drift exceeds a. Applications to large-deviation probabilities and to the crossing of a non-linear boundary are given.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference36 articles.

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