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RANDOM WALKS WITH STOCHASTICALLY BOUNDED INCREMENTS: RENEWAL THEORY VIA FOURIER ANALYSIS
http://hdl.handle.net/10131/5646
http://hdl.handle.net/10131/5646b8a33ffc-2ec4-47ea-bb6f-0d038852709c
名前 / ファイル | ライセンス | アクション |
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YMJ_42_N1_1994_001-021.pdf (1.9 MB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2009-12-15 | |||||
タイトル | ||||||
タイトル | RANDOM WALKS WITH STOCHASTICALLY BOUNDED INCREMENTS: RENEWAL THEORY VIA FOURIER ANALYSIS | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
著者 |
Alsmeyer, Gerold
× Alsmeyer, Gerold |
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著者所属 | ||||||
Mathematisches Seminar, Universitat Kiel, Ludewig-Meyn-StraBe 4, D-24098 Kiel 1 | ||||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Random walks $S_{N}=(S_{n})_{n¥geqq 0}$ with stochastically bounded increments $X_{0},$ $X_{1},$ $¥cdots$ have been introduced in [2], [3] as natural generalizations of those with i.i.d. increments. In this article we present Blackwell-type renewal theorems proved by means of Fourier analysis. In the special case of independent $X_{0},$ $X_{1}$ , $¥cdot$ these results lead to generalizations of earlier ones in the literature, notably in [3] where proofs were based on coupling technique which is a purely probabilistic device. As a further application we prove Blackwell's renewal theorem for certain random walks with stationary 1-dependent increments that appear in Markov renewal theory as subsequences of Markov random walks. | |||||
書誌情報 |
Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学 巻 42, 号 1, p. 1-21, 発行日 1994 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 00440523 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA0089285X | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
出版者 | ||||||
出版者 | Yokohama City University and Yokohama National University |