Approximations to generalized renewal measures

Stochastic Processes and their Applications

Volumn 113, Issue 1, 2004, Pages 127-142

  Vexler, Albert ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Renewal measure; Renewal theory; Smith's theorem; Tauber's theorem

Indexed keywords

EID: 4243178023     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2004.03.007     Document Type: Article

References (9)

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5. Omey E. Teugels J. Weighted renewal functions: a hierarchical approach Adv. Appl. Probab. 34 2002 394-415
6. Subkhankulov M.A. Tauberian Theorems With Remainder Terms 1976 Nauka Moscow (in Russian)
7. Vexler A.A. Dmitrienko A.A. Approximations to expected stopping times with applications to sequential estimation Sequential Anal. 18 1999 165-187
8. Woodroofe M. Second order approximation for sequential point and interval estimation Ann. Statist. 5 1977 984-995
9. Woodroofe M. On the nonlinear renewal theorem Ann. Probab. 18 1990 1790-1805