A Nonlinear Renewal Theory
Zhang, Cun-Hui
Ann. Probab., Tome 16 (1988) no. 4, p. 793-824 / Harvested from Project Euclid
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Let $T$ be the first time that a perturbed random walk crosses a nonlinear boundary. This paper concerns the approximations of the distribution of the excess over the boundary, the expected stopping time $ET$ and the variance of the stopping time $\operatorname{Var}(T)$. Expansions are obtained by using linear renewal theorems with varying drift.
Publié le : 1988-04-14
Classification:  Nonlinear renewal theory,  excess over the boundary,  uniform integrability,  expected sample size,  variance of sample size,  60K05,  60G40,  60J15,  62L10,  62L12,  62L15 
@article{1176991788,
     author = {Zhang, Cun-Hui},
     title = {A Nonlinear Renewal Theory},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 793-824},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991788}
}

Zhang, Cun-Hui. A Nonlinear Renewal Theory. Ann. Probab., Tome 16 (1988) no. 4, pp.  793-824. http://gdmltest.u-ga.fr/item/1176991788/