On a renewal function when the second moment is infinite

DOI10.1016/j.spl.2009.01.014zbMath1163.60324OpenAlexW2091463813MaRDI QIDQ1017824

Mikhail S. Sgibnev

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.014

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items

The remainder in the renewal theorem

Cites Work

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• Renewal theorem in the case of an infinite variance
• Teugels' renewal theorem and stable laws
• A renewal theorem for curved boundaries and moments of first passage times
• Inequalities for the overshoot
• A renewal theorem in the finite-mean case
• A uniform renewal theorem
• Renewal Theorems When the First or the Second Moment is Infinite
• On Excess Over the Boundary