Skip navigation
Skip navigation

Renewal theorems and stability for the reflected process

Doney, R A; Maller, Ross; Savov, Mladen


Renewal-like results and stability theorems relating to the large-time behaviour of a random walk Sn reflected in its maximum, Rn = max0 ≤ j ≤ n Sj - Sn, are proved. Mainly, we consider the behaviour of the exit time, τ (r), where τ (r) = min {n ≥

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
Source: Stochastic Processes and their Applications
DOI: 10.1016/


File Description SizeFormat Image
01_Doney_Renewal_theorems_and_stability_2008.pdf513.86 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  27 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator