Renewal Theory for $M$-Dependent Variables
Janson, Svante
Ann. Probab., Tome 11 (1983) no. 4, p. 558-568 / Harvested from Project Euclid
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Let $S_n, n = 1,2,\cdots$, denote the partial sums of a stationary $m$-dependent sequence of random variables with positive expectation. The first passage times $\min\{n: S_n > t\}$ are investigated. Several results are extended from the case of independent variables.
Publié le : 1983-08-14
Classification:  Renewal theory,  first passage times,  $m$-dependent variables,  60K05,  60G40,  60G42 
@article{1176993500,
     author = {Janson, Svante},
     title = {Renewal Theory for $M$-Dependent Variables},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 558-568},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993500}
}

Janson, Svante. Renewal Theory for $M$-Dependent Variables. Ann. Probab., Tome 11 (1983) no. 4, pp.  558-568. http://gdmltest.u-ga.fr/item/1176993500/