Local reconstruction theorem in the absence of mathematical expectation
type: Item
instance of: scholarly article
title: Local reconstruction theorem in the absence of mathematical expectation
zbMATH Open document ID: 1267.60047
DOI: 10.1134/S1064562412060294
published in: Doklady Mathematics
publication date: 2013-04-03T00:00:00Z
review text: This paper concerns random walks \(\{S_n\}\) whose steps \(\{X_k\}\) are mixed geometric distributions with infinite expectation. Theorem 1 provides an expression for \(u_n=\sum_{k=0}^\infty P(S_k=n)\), under certain assumptions, and Theorem 2 provides asymptotics for the same in the case in which the summands are a mixture of a mixture of geometric distributions and a distribution, that is, concentrated on the lattice of nonnegative integers.
reviewed by: Allan Gut
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 6149521
zbMATH Keywords: random walk
zbMATH Keywords: infinite mean
zbMATH Keywords: mixture of geometric distributions
author: Sergei Nagaev
MaRDI profile type: Publication
cites work: Q5538132
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description: scientific article; zbMATH DE number 6149521