Renewal theory with a trend
Copyright policy )Renewal theory with a trend
We prove some analogs of results from renewal theory for random walks in the case when there is a drift, more precisely when the the mean of the th summand equals , , for some and .
- Uppsala University Sweden
Stopping times; optimal stopping problems; gambling theory, Strong limit theorems, [SDV.BIBS] Life Sciences [q-bio]/Quantitative Methods [q-bio.QM], Sums of independent random variables; random walks, strong law, Marcinkiewich-Zygmund strong law, Central limit theorem, central limit theorem, Renewal theory, Central limit and other weak theorems, Stopping time, stopping time, First passage time, Elementary renewal theorem, Strong law, primary, first passage time, Trend, renewal theory, secondary, [INFO.INFO-BI] Computer Science [cs]/Bioinformatics [q-bio.QM]
Stopping times; optimal stopping problems; gambling theory, Strong limit theorems, [SDV.BIBS] Life Sciences [q-bio]/Quantitative Methods [q-bio.QM], Sums of independent random variables; random walks, strong law, Marcinkiewich-Zygmund strong law, Central limit theorem, central limit theorem, Renewal theory, Central limit and other weak theorems, Stopping time, stopping time, First passage time, Elementary renewal theorem, Strong law, primary, first passage time, Trend, renewal theory, secondary, [INFO.INFO-BI] Computer Science [cs]/Bioinformatics [q-bio.QM]
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