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Perturbed Random Walks

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Stopped Random Walks

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Abstract

Renewal theory can be generalized in various ways. The first generalization is to leave the assumption of nonnegativity of the summands. This topic was covered in Chapter 3 and onwards. The next one was considered in Section 4.5, namely “time dependent” boundaries. Since the appearance of the first edition of this book in 1988 research in the area has moved on. In this chapter we present some of the post-1988 development.

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Authors and Affiliations

  1. Department of Mathematics, Uppsala University, SE-751 06, Uppsala, Sweden

    Allan Gut

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  1. Allan Gut
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Correspondence to Allan Gut .

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© 2009 Springer Science+Business Media, LLC

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Gut, A. (2009). Perturbed Random Walks. In: Stopped Random Walks. Springer Series in Operations Research and Financial Engineering. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87835-5_6

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