Harmonic renewal measures and bivariate domains of attraction in fluctuation theory

DOI10.1007/BF00531622zbMath0493.60072OpenAlexW2090846523MaRDI QIDQ3956181

Edward Omey, Prescilla E. Greenwood, Jozef L. Teugels

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531622

zbMATH Keywords

harmonic renewal measure

Mathematics Subject Classification ID

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

Related Items (14)

On the joint distribution of ladder variables of random walk ⋮ Multivariate weighted renewal functions ⋮ Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications ⋮ Some theorems on harmonic renewal measures ⋮ On the ladder heights of random walks attracted to stable laws of exponent 1 ⋮ Local probabilities for random walks conditioned to stay positive ⋮ Formula for the Laplace transform of the projection of a distribution on the positive half-line and some of its applications ⋮ Invariance principles for local times at the maximum of random walks and Lévy processes ⋮ Invariance principles for random walks conditioned to stay positive ⋮ On a multivariate strong renewal theorem ⋮ Spitzer's condition and ladder variables in random walks ⋮ Large and moderate deviations for record numbers in some non-nearest neighbor random walks ⋮ On harmonic renewal measures ⋮ Conditional limit theorems for asymptotically stable random walks

Cites Work

• A bivariate stable characterization and domains of attraction
• Harmonic renewal measures
• Regularly varying functions in the theory of simple branching processes
• An Abel-Tauber Theorem for Laplace Transforms
• On a condition satisfied by certain random walks
• A contribution to the theory of large deviations for sums of independent random variables
• The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
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