Equivalence of two conditions on singular components

DOI10.1016/S0167-7152(98)00074-1zbMath0942.60023MaRDI QIDQ1305266

Mikhail S. Sgibnev

Publication date: 16 August 2000

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

zbMATH Keywords

random walk with driftsingular componentrenewal measurefirst positive sum

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items

Wiener-Hopf equation whose kernel is a probability distribution ⋮ On the inhomogeneous conservative Wiener-Hopf equation ⋮ Exact asymptotic behaviour of the distribution of the supremum ⋮ On the uniqueness of the solution to the Wiener-Hopf equation with probability kernel

Cites Work

• Asymptotic of distribution of the supremum of sequential sums
• Asymptotics of Renewal Functions
• On Absolutely Continuous Components and Renewal Theory
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