Strong renewal theorems with infinite mean
Author:
K. Bruce Erickson
Journal:
Trans. Amer. Math. Soc. 151 (1970), 263291
MSC:
Primary 60.70
MathSciNet review:
0268976
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Abstract: Let F be a nonarithmetic probability distribution on and suppose is regularly varying at with exponent . Let be the renewal function. In this paper we first derive various asymptotic expressions for the quantity as fixed. Next we derive asymptotic relations for the convolution , for a large class of integrable functions z. All of these asymptotic relations are expressed in terms of the truncated mean function , t large, and appear as the natural extension of the classical strong renewal theorem for distributions with finite mean. Finally in the last sections of the paper we apply the special case to derive some limit theorems for the distributions of certain waiting times associated with a renewal process.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00029947197002689769
PII:
S 00029947(1970)02689769
Keywords:
Probability distributions,
renewal function,
nonarithmetic,
regular and slow variation,
strong renewal theorem,
infinite mean,
convolution,
waiting times,
renewal process,
characteristic function,
inversion formulas,
weak convergence of measures,
domain of attraction,
local limit theorems,
Karamata Tauberian theorem
Article copyright:
© Copyright 1970
American Mathematical Society
