Weighted renewal functions: a hierarchical approach

DOI10.1239/AAP/1025131224zbMath1009.60075OpenAlexW1991496089MaRDI QIDQ3149975

Edward Omey, Jozef L. Teugels

Publication date: 7 April 2003

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1025131224

zbMATH Keywords

renewal theoryBlackwell's theoremweighted renewal functionkey renewal theoremelementary renewal theoremrenewal momentsdirect Riemann integrabilityremainder theorems

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Renewal theory (60K05)

Related Items (12)

Critical randomly indexed branching processes ⋮ Multivariate weighted renewal functions ⋮ Subexponential distribution functions in \(R^{d}\) ⋮ On the asymptotics of weighted renewal function ⋮ The tail behaviour of a random sum of subexponential random variables and vectors ⋮ Blackwell-type theorems for weighted renewal functions ⋮ Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims ⋮ Approximations to generalized renewal measures ⋮ Random sums of random variables and vectors: including infinite means and unequal length sums ⋮ On the number of renewals in random time ⋮ Multivariate subexponential distributions and random sums of random vectors ⋮ Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions

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