Renewal theory for random variables with a heavy tailed distribution and finite variance

DOI10.1016/J.SPL.2010.09.021zbMath1208.60085OpenAlexW2125352381MaRDI QIDQ618009

J. B. G. Frenk, J. L. Geluk

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.09.021

zbMATH Keywords

renewal functionsubexponentialitydominated variationintegrated tail

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (6)

On Asymptotic Expansion for Mathematical Expectation of a Renewal--Reward Process with Dependent Components and Heavy-Tailed Interarrival Times ⋮ On the non-closure under convolution for strong subexponential distributions ⋮ A two-sided bound for the renewal function when the interarrival distribution is IMRL ⋮ Some bounds for the renewal function and the variance of the renewal process ⋮ On a stochastic process with a heavy-tailed distributed component describing inventory model type of (s, S) ⋮ The class of L ∩ D and its application to renewal reward process

Cites Work

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• The full solution of the convolution closure problem for convolution- equivalent distributions
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• A refinement of the coupling method in renewal theory
• A local limit theorem for random walk maxima with heavy tails
• Compound sums and subexponentiality
• On Interchanging Limits and Integrals
• A property of longtailed distributions
• Subexponential distributions and integrated tails

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