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Renewal theorems and stability for the reflected process

Date

Authors

Doney, R A

Maller, Ross

Savov, Mladen

Publisher

Elsevier

Abstract

Renewal-like results and stability theorems relating to the large-time behaviour of a random walk Sn reflected in its maximum, Rn = max0 ≤ j ≤ n Sj - Sn, are proved. Mainly, we consider the behaviour of the exit time, τ (r), where τ (r) = min {n ≥

Keywords

Keywords: Exit time; Overshoot; Passage times; Random walks; Reflected process; Renewal theorems; Stability theorems; Human computer interaction Overshoot; Passage times; Reflected process; Renewal theorems

URI

http://hdl.handle.net/1885/32812

Collections

ANU Research Publications

Source

Stochastic Processes and their Applications

Type

Journal article

DOI

10.1016/j.spa.2008.06.009

Restricted until

2037-12-31

Downloads

File

Description

01_Doney_Renewal_theorems_and_stability_2008.pdf (513.86 KB)

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