Renewal theory with a trend

作者：Gut Allan^*

来源：Statistics & Probability Letters, 2011, 81(8): 1292-1299.

DOI：10.1016/j.spl.2011.03.031

• Trend
• Renewal theory
• First passage time
• Strong law
• Central limit theorem
• Stopping time

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 it mu > 0 and 0 < gamma <= 1.

• 出版日期2011-8