Limit theorems for first-passage times in linear and non-linear renewal theory

1 March 1984

journal article
research article
Published by Cambridge University Press (CUP) in Advances in Applied Probability

Vol. 16 (04) , 766-803
https://doi.org/10.1017/s000186780002293x

Abstract

A local limit theorem for is obtained, where τ _a is the first time a random walk S_n with positive drift exceeds a. Applications to large-deviation probabilities and to the crossing of a non-linear boundary are given.

Keywords

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