A non-linear Renewal Theorem with stationary and slowly changing perturbations
classification
🧮 math.ST
stat.TH
keywords
renewalchangingincludenon-linearrandomslowlystationarytheorem
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Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the excess over a boundary, and an expansion for the expected first passage time. The formulation is motivated by problems in sequential analysis with staggered entry, where subjects enter a study at random times.
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