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

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

2006-11-22

arxiv.org/abs/math/0611695v1

IMS Lecture Notes--Monograph Series 2006, Vol. 50, 76-189

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921706000000680 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/

Scientific paper

10.1214/074921706000000680

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.

Affiliated with

Also associated with

No associations

Rating

A non-linear Renewal Theorem with stationary and slowly changing perturbations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A non-linear Renewal Theorem with stationary and slowly changing perturbations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A non-linear Renewal Theorem with stationary and slowly changing perturbations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-368846