Markov dependence in renewal equations and random sums with heavy tails

DOI10.1080/15326349.2017.1375860zbMath1383.60069OpenAlexW2770933085MaRDI QIDQ4603851

Julie Thøgersen, Soren Asmussen

Publication date: 19 February 2018

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1071/

zbMATH Keywords

Perron-Frobenius theorykey renewal theoremKesten's boundlocally subexponentialterminating Markov chains

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Limit theorems in probability theory (60F99)

Cites Work

• Asymptotics for sums of random variables with local subexponential behaviour
• Asymptotics for the solutions to defective renewal equations
• Markov Renewal Methods in Restart Problems in Complex Systems
• An Introduction to Heavy-Tailed and Subexponential Distributions
• On Sums of Conditionally Independent Subexponential Random Variables
• Applied Probability and Queues
• Heavy-Tail Phenomena
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