The remainder in the renewal theorem

DOI10.1214/20-ECP287zbMath1434.60251arXiv1909.11458MaRDI QIDQ2183143

Ronald Arthur Doney

Publication date: 26 May 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.11458

zbMATH Keywords

random walksregular variationrenewal theoremasymtotic stability

Mathematics Subject Classification ID

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

Related Items

Local behaviour of the remainder in renewal theory ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ Erratum to: ``The remainder in the renewal theorem

Cites Work

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• On a renewal function when the second moment is infinite
• Renewal theorem in the case of an infinite variance
• Teugels' renewal theorem and stable laws
• Renewal Theorems When the First or the Second Moment is Infinite