Renewal theory with a trend

Allan Gut

Statistics & Probability Letters, 2011, vol. 81, issue 8, 1292-1299

Abstract: We prove some analogs of results from renewal theory for random walks in the case when there is a drift, more precisely when the mean of the kth summand equals k[gamma][mu], k>=1, for some [mu]>0 and 0

Keywords: Trend; Renewal; theory; First; passage; time; Strong; law; Central; limit; theorem; Stopping; time (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715211001222
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:81:y:2011:i:8:p:1292-1299

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().