An asymptotic expansion for the expected sample size in the non-linear renewal theorem is shown to hold under an alternative set of regularity conditions. The alternative set requires fewer moments than existing conditions in an important special case, but is more restrictive in other ways.
Publié le : 1982-08-14
Classification:
Non-linear renewal theory,
excess over the boundary,
ladder epochs and heights,
uniform integrability,
60K05,
62L10
@article{1176993795,
author = {Hagwood, Charles and Woodroofe, Michael},
title = {On the Expansion for Expected Sample Size in Non-Linear Renewal Theory},
journal = {Ann. Probab.},
volume = {10},
number = {4},
year = {1982},
pages = { 844-848},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993795}
}
Hagwood, Charles; Woodroofe, Michael. On the Expansion for Expected Sample Size in Non-Linear Renewal Theory. Ann. Probab., Tome 10 (1982) no. 4, pp. 844-848. http://gdmltest.u-ga.fr/item/1176993795/