Renewal theorems for random walks in multidimensional time (Q2702804)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Renewal theorems for random walks in multidimensional time |
scientific article |
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13 March 2001
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random walk
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multidimensional time
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renewal theorem
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slowly varying function
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Renewal theorems for random walks in multidimensional time (English)
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There is investigated an asymptotic behavior of the renewal function of the random walk \(\{ S_n=\sum_{j\leq n}X_j: n=(n_1,\dots ,n_r)\in K_r\), \(r \geq 1 \}\) in \(r\)-dimensional time (\(\{X,X_n: n \in K_r\), \(r \geq 1 \}\) is a family of nonnegative i.i.d. random variables, \(n_1,\dots ,n_r\) are positive integers). The main results are three theorems dealing with the asymptotic properties of the above mentioned renewal function when either the mean of \(X\) is finite or when the distribution function \(F\) of \(X\) satisfies \(1-F(x)=x^{-\alpha }L(x)\), where \(L\) is a slowly varying function and \(0\leq \alpha \leq 1\).
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