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Limit theorems for some first passage times

Published online by Cambridge University Press:  01 July 2016

A. Gut
A. Gut*
Affiliation:
University of Uppsala
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Abstract

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Type
II Contributed Papers
Information
Advances in Applied Probability , Volume 6 , Issue 2 , June 1974 , pp. 241 - 242
Copyright
Copyright © Applied Probability Trust 1974 

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References

[1] Billingsley, P. (1968) Convergence of Probability Measures. Wiley, New York.Google Scholar
[2] Chow, Y. S. (1966) On the moments of some one-sided stopping rules. Ann. Math. Statist. 37, 382–387.Google Scholar
[3] Feller, W. (1966) An Introduction to Probability Theory and its Applications. Vol. II. Wiley, New York.Google Scholar
[4] Gut, A. (1972) On the moments and limit distributions of some first passage times. Technical Report 43, Dept. Math., Univ. of Uppsala, Swedenl Ann. Prob. 2 (1974), No. 2. To appear.Google Scholar
[5] Gut, A. (1972) On the moments of some first passage times for sums of dependent random variables. Technical Report, Institut Mittag-Leffler, Djursholm, Sweden. Stochastic Proc. Applic. (1974) To appear.CrossRefGoogle Scholar
[6] Gut, A. (1973) A functional central limit theorem connected with extended renewal theory. Technical Report 4–73, Institut Mittag-Leffler, Djursholm, Sweden. Z. Wahrscheinlichkeitsth. 27, 123–129.Google Scholar
[7] Siegmund, D. O. (1967) Some one-sided stopping rules. Ann. Math. Statist. 38, 1641–1646.Google Scholar
[8] Siegmund, D. O. (1968) On the asymptotic normality of one-sided stopping rules. Ann. Math. Statist. 39, 1493–1497.CrossRefGoogle Scholar