Limit theorems for first-passage times in linear and non-linear renewal theory
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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.
1984 ◽
Vol 16
(04)
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pp. 766-803
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2008 ◽
Vol 11
(02)
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pp. 213-229
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2013 ◽
Vol 50
(1)
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pp. 64-84
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Keyword(s):
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2013 ◽
Vol 50
(01)
◽
pp. 64-84
◽
Keyword(s):
Keyword(s):