Strong renewal theorems with infinite mean beyond local large deviations
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Publication:2346079
DOI10.1214/14-AAP1029zbMath1317.60113arXiv1505.07622MaRDI QIDQ2346079
Publication date: 29 May 2015
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.07622
regular variationconcentration functioninfinitely divisible distributionslarge deviationsrenewal theoremsladder height processes
Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10) Renewal theory (60K05)
Related Items (3)
Contact process under renewals I ⋮ On a multivariate strong renewal theorem ⋮ Local large deviations and the strong renewal theorem
Cites Work
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Large deviations for random walks under subexponentiality: The big-jump domain
- On the joint distribution of ladder variables of random walk
- One-sided local large deviation and renewal theorems in the case of infinite mean
- Local behaviour of first passage probabilities
- Functional large deviations for multivariate regularly varying random walks
- Random walks and Riesz kernels
- A discrete renewal theorem with infinite mean
- Correlation asymptotics from large deviations in dynamical systems with infinite measure
- Tauberian Theory
- Strong Renewal Theorems with Infinite Mean
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