Limit theorems in fluctuation theory
- 1 August 1973
- journal article
- research article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 5 (03) , 554-569
- https://doi.org/10.1017/s0001867800039422
Abstract
We shall be concerned here with limit theorems arising in the fluctuation theory of random walks, processes with stationary independent increments, recurrent events and regenerative phenomena. In Section 1 on discrete time, we consider limit theorems for ladder-points (Theorem 1) and for maxima of partial sums of random variables (Theorem 2), and discuss some related questions. In Section 2 (Theorems 3 to 6) we consider the analogues of these results in continuous time.Keywords
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