Nonlinear renewal theory under growth conditions

Nonlinear renewal theory under growth conditions

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Article ID: iaor1989974
Country: Netherlands
Volume: 32
Issue: 2
Start Page Number: 289
End Page Number: 303
Publication Date: Aug 1989
Journal: Stochastic Processes and Their Applications
Authors:
Abstract:

The paper concerns renewal theory for processes of the form equ1 where equ2 is a random walk with positive drift and equ3 are perturbations with random and deterministic parts. A result of Hagwood and Woodroofe on the expected sample size is generalized: an additional deterministic perturbation summand equ4 with equ5,equ6, causes an additional summand equ7 in the asymptotic expansion, where equ8 solves the equation equ9. For the proof corresponding results of Lai-Siegmund type on the asymptotic distribution of the excess over the boundary and of Blackwell type are established.

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