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Renewal theorems and stability for the reflected process

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dc.contributor.authorDoney, R A
dc.contributor.authorMaller, Ross
dc.contributor.authorSavov, Mladen
dc.date.accessioned2015-12-08T22:23:18Z
dc.date.issued2008
dc.date.updated2016-02-24T11:45:39Z
dc.description.abstractRenewal-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 ≥
dc.identifier.issn0304-4149
dc.identifier.urihttp://hdl.handle.net/1885/32812
dc.publisherElsevier
dc.sourceStochastic Processes and their Applications
dc.subjectKeywords: Exit time; Overshoot; Passage times; Random walks; Reflected process; Renewal theorems; Stability theorems; Human computer interaction Overshoot; Passage times; Reflected process; Renewal theorems
dc.titleRenewal theorems and stability for the reflected process
dc.typeJournal article
local.bibliographicCitation.lastpage1297
local.bibliographicCitation.startpage1270
local.contributor.affiliationDoney, R A, University of Manchester
local.contributor.affiliationMaller, Ross, College of Business and Economics, ANU
local.contributor.affiliationSavov, Mladen, University of Manchester
local.contributor.authoruidMaller, Ross, u4061848
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor010406 - Stochastic Analysis and Modelling
local.identifier.ariespublicationu8902633xPUB95
local.identifier.citationvolume119
local.identifier.doi10.1016/j.spa.2008.06.009
local.identifier.scopusID2-s2.0-61849137788
local.identifier.thomsonID000265203400011
local.type.statusPublished Version

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