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

Simple item page
dc.creatorKim, Dong-Yun
dc.creatorWoodroofe, Michael
dc.date2006-11-22
dc.date.accessioned2026-07-07T08:08:26Z
dc.date.available2026-07-07T08:08:26Z
dc.descriptionNon-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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0611695
dc.identifierhttp://arxiv.org/abs/math/0611695
dc.identifierIMS Lecture Notes--Monograph Series 2006, Vol. 50, 76-189
dc.identifierdoi:10.1214/074921706000000680
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131264
dc.subjectStatistics Theory
dc.subject60K05 (Primary)
dc.titleA non-linear Renewal Theorem with stationary and slowly changing perturbations
dc.typetext

Files

Collections

arXiv