The left tail of renewal measure

DOI10.1016/j.spl.2017.06.018zbMath1386.60301arXiv1701.02626OpenAlexW2579330878WikidataQ57735312 ScholiaQ57735312MaRDI QIDQ1687232

Bartosz Kołodziejek

Publication date: 22 December 2017

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

Full work available at URL: https://arxiv.org/abs/1701.02626

zbMATH Keywords

renewal theoryrenewal measure

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (3)

A renewal theorem and supremum of a perturbed random walk ⋮ Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions ⋮ Local large deviations and the strong renewal theorem

Cites Work

• A note on the Kesten-Grincevičius-Goldie theorem
• Asymptotics for sums of random variables with local subexponential behaviour
• Remainder term estimates of the renewal function
• Extension of a renewal theorem
• On Moment Generating Functions and Renewal Theory
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