The Anscombe-Woodroofe Method in Renewal Theory.

Abstract

A probabilistic device deployed by Anscombe and Woodroofe is used to obtain a local limit theorem for a class of hitting times associated with transient one-dimensional random walks. Applications of this local limit theorem to ruin problems and to nonlinear renewal theory are given. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1980
Accession Number
ADA092635

Entities

People

  • Steven Paul Lalley

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Information Science
  • Military Research
  • New York
  • Number Theory
  • Numbers
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Real Numbers
  • Sequences
  • Sequential Analysis
  • Statistical Analysis
  • Statistics
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.