The Renewal Theorem in the Absence of Power Moments

The Renewal Theorem in the Absence of Power Moments

The renewal theorem is proved for a random walk associated with a sequence of independent identically distributed random variables with distributions slowly varying at infinity. This case was not previously considered in the renewal theory.

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Veröffentlicht in:Theory of probability and its applications 2012-01, Vol.56 (1), p.166-175
1. Verfasser: Nagaev, S. V.
Format: Artikel
Sprache:eng
Schlagworte:
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Random variables
Theorems
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Beschreibung
Zusammenfassung:The renewal theorem is proved for a random walk associated with a sequence of independent identically distributed random variables with distributions slowly varying at infinity. This case was not previously considered in the renewal theory.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97985303