Open Access
August, 1982 On the Expansion for Expected Sample Size in Non-Linear Renewal Theory
Charles Hagwood, Michael Woodroofe
Ann. Probab. 10(3): 844-848 (August, 1982). DOI: 10.1214/aop/1176993795

Abstract

An asymptotic expansion for the expected sample size in the non-linear renewal theorem is shown to hold under an alternative set of regularity conditions. The alternative set requires fewer moments than existing conditions in an important special case, but is more restrictive in other ways.

Citation

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Charles Hagwood. Michael Woodroofe. "On the Expansion for Expected Sample Size in Non-Linear Renewal Theory." Ann. Probab. 10 (3) 844 - 848, August, 1982. https://doi.org/10.1214/aop/1176993795

Information

Published: August, 1982
First available in Project Euclid: 19 April 2007

zbMATH: 0493.60089
MathSciNet: MR659554
Digital Object Identifier: 10.1214/aop/1176993795

Subjects:
Primary: 60K05
Secondary: 62L10

Keywords: excess over the boundary , ladder epochs and heights , Non-linear renewal theory , uniform integrability

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 3 • August, 1982
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