- ChowY.S., HsiungC.A. and LaiT.A. (1979). Extended renewal theory and moment convergence in Anscombe's theorem. Ann. Probability 7, 304–318.
- ChowY.S. and LaiT.L. (1978). Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory. Z. Wahrsch. verw. Gebiete 45, 1–19.
- ChowY.S. and LaiT.L. (1979). Moments of ladder variables for driftless random walks. Z. Wahrsch. verw. Gebiete 48, 253–257.
- ChowY.S. and TeicherH. (1978). Probability Theory. Springer-Verlag, New York.
- ErdösP. and KacM. (1946). On certain limit theorems of the theory of probability. Buli. Amer. Math. Soc. 52, 292–302.
- FellerW. (1949). Fluctuation theory of recurrent events. Trans. Amer. Math. Soc. 67, 98–119.
- GutA. (1974). On moments and limit distributions of some first passage times. Ann. Probability 2, 277–308.
- HeydeC.C. (1966). Some renewal theorems with applications to a first passage problem. Ann. Math. Statist. 37, 699–710.
- HeydeC.C. (1967). Asymptotic renewal results for a natural generalization of classical renewal theory. J. Roy. Statist. Soc. Ser. B. 29, 141–150.
- LaiT.L. (1975). On uniform integrability in renewal theory. Bull. Inst. Math. Acad. Sinica 3, 99–105.
- LaiT.L. (1976). Asymptotic moments of random walks with applications of ladder variables and renewal theory. Ann. Probability 4, 51–66.
- MartinsekA. (1983). Sequential estimation with squared relative error loss. Bull. Inst. Math. Academia Sinica 11, 607–624.
- McCabeB.J. and SheppL.A. (1970). On the supermum of Sn/n. Ann. Math. Statist. 41, 2166–2168.
- SiegmundD. (1967). Some one-sided stopping unless. Ann. Math. Statist. 38, 164–1646.
- SiegmundD. (1969). The variance of one-sided stopping rules. Ann. Math. Statist. 40, 1074–1077.
- SmithW.L. (1954). Asymptotic renewal theorems. Proc. Roy Soc. Edinburgh Sect. A. 64, 9–48.
- WoodroofeM. (1976). A renewal theorem for curved boundaries and moments of first passage times. Ann. Probability 4, 67–80.
Moment Convergence of Reciprocals of some First Passage Times
Reprints and Corporate Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
To request a reprint or corporate permissions for this article, please click on the relevant link below:
Academic Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
Obtain permissions instantly via Rightslink by clicking on the button below:
If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.