A note on the Kesten-Grincevičius-Goldie theorem

DOI10.1214/16-ECP9zbMath1345.60021arXiv1512.07262OpenAlexW2963895491WikidataQ64023148 ScholiaQ64023148MaRDI QIDQ303683

Péter Kevei

Publication date: 22 August 2016

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

Full work available at URL: https://arxiv.org/abs/1512.07262

zbMATH Keywords

random walkexponential functionaltail asymptoticsimplicit renewal theoremperpetuity equationstochastic difference equationstrong renewal theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10) Distribution theory (60E99) Stochastic analysis (60H99) Renewal theory (60K05) Stochastic difference equations (39A50)

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