Limit theorems for first-passage times in linear and non-linear renewal theory
- 1 December 1984
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 16 (4) , 766-803
- https://doi.org/10.2307/1427340
Abstract
A local limit theorem foris obtained, whereτais the first time a random walkSnwith positive drift exceedsa.Applications to large-deviation probabilities and to the crossing of a non-linear boundary are given.Keywords
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