A non-linear Renewal Theorem with stationary and slowly changing perturbations

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Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the excess over a boundary, and an expansion for the expected first passage time. The formulation is motivated by problems in sequential analysis with staggered entry, where subjects enter a study at random times.
Published at http://dx.doi.org/10.1214/074921706000000680 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 60K05 (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/131264

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0611695
 http://arxiv.org/abs/math/0611695
 IMS Lecture Notes--Monograph Series 2006, Vol. 50, 76-189
 doi:10.1214/074921706000000680

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arXiv