On harmonic renewal measures

DOI10.1007/BF01000213zbMath0586.60087MaRDI QIDQ1071403

Rudolf Grübel

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

renewal theoremsharmonic renewal measurenonlattice random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (9)

A note on the distance of ladder height distributions ⋮ A strong renewal theorem for generalized renewal functions in the infinite mean case ⋮ Multivariate weighted renewal functions ⋮ Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications ⋮ The asymptotic of harmonic renewal measures ⋮ Some theorems on harmonic renewal measures ⋮ Formula for the Laplace transform of the projection of a distribution on the positive half-line and some of its applications ⋮ Approximations for solutions of renewal-type equations ⋮ Some relations between harmonic renewal measures and certain first passage times

Cites Work

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• A renewal theorem of Blackwell type
• Banach algebras of measures on the line
• Banach algebra methods in renewal theory
• Harmonic renewal measures
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
• Asymptotics of Renewal Functions
• Subexponentiality and infinite divisibility
• Functions of discrete probability measures: Rates of convergence in the renewal theorem
• On the concentration function of a sum of independent random variables

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