Download or read book A Non-linear Renewal Theory with Applications to Sequential Analysis II. written by STANFORD UNIV CALIF DEPT OF STATISTICS. and published by . This book was released on 1977 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: An analogue of Blackwell's renewal theorem is obtained for processes Z sub n = S sub n + xi sub n, where S sub n is the nth partial sum of a sequence X1,X2, ... of independent identically distributed random variables with finite positive mean and xi sub n is independent of X sub n+1, X sub n+2,.. and has sample paths which are slowly changing in a sense made precise below. As a consequence, asymptotic expansions up to terms tending to 0 are obtained for the expected value of certain first passage times. Applications to sequential analysis are given.