Nonlinear renewal theory under growth conditions

H. Walk

Stochastic Processes and their Applications, 1989, vol. 32, issue 2, 289-303

Abstract: The paper concerns renewal theory for processes of the form (Sn [Xi]n), where (Sn) is a random walk with positive drift and [Xi]n are perturbations with random and deterministic parts. A result of Hagwood and Woodroofe (1982) on the expected sample size is generalized: an additional deterministic perturbation summand g(n)= O(n[alpha]) with g''(x) = O(x[alpha]-2), [alpha]

Keywords: nonlinear; renewal; theory; growth; condition; expected; sample; size; Blackwell's; renewal; theorem; excess; over; the; boundary (search for similar items in EconPapers)
Date: 1989
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