Local reconstruction theorem in the absence of mathematical expectation (Q1945208)

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scientific article; zbMATH DE number 6149521
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Local reconstruction theorem in the absence of mathematical expectation
scientific article; zbMATH DE number 6149521

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    Local reconstruction theorem in the absence of mathematical expectation (English)
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    3 April 2013
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    This paper concerns random walks \(\{S_n\}\) whose steps \(\{X_k\}\) are mixed geometric distributions with infinite expectation. Theorem 1 provides an expression for \(u_n=\sum_{k=0}^\infty P(S_k=n)\), under certain assumptions, and Theorem 2 provides asymptotics for the same in the case in which the summands are a mixture of a mixture of geometric distributions and a distribution, that is, concentrated on the lattice of nonnegative integers.
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    random walk
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    infinite mean
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    mixture of geometric distributions
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