A property of the Fourier transform of probability measures on the real line related to the renewal theorem

A property of the Fourier transform of probability measures on the real line related to the renewal theorem

We study the weak convergence of some measures related to the renewal theorem, extending a result by Feller and Orey.

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Bibliographische Detailangaben
Veröffentlicht in:Proceedings of the Japan Academy. Series A. Mathematical sciences 2012-11, Vol.88 (9), p.152-155
1. Verfasser: Isozaki, Yasuki
Format: Artikel
Sprache:eng
Schlagworte:
60G50
60K05
Convergence
Convergence (Mathematics)
Fourier analysis
Fourier transform
Fourier transformations
Fourier transforms
Mathematical analysis
Random walk
Random walk theory
renewal theory
Series (mathematics)
Theorems
weak convergence
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Beschreibung
Zusammenfassung:We study the weak convergence of some measures related to the renewal theorem, extending a result by Feller and Orey.
ISSN:0386-2194
DOI:10.3792/pjaa.88.152