Fractional order error estimates for the renewal density (Q267135): Difference between revisions
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Property / author: Yasuki Isozaki / rank | |||
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Property / OpenAlex ID: W2278446282 / rank | |||
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Latest revision as of 18:56, 11 July 2024
scientific article
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English | Fractional order error estimates for the renewal density |
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Fractional order error estimates for the renewal density (English)
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8 April 2016
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In this paper, the author assumes that \(X\) is a real random variable with finite and positive mean \(\mu \) and with density function \(f(.)\). The author assumes that \(\operatorname{E} | X | ^{\alpha}<\infty\) with \( \alpha >3/2\). The renewal density is given by \(u(x)=\sum_{n=1}^{\infty }f^{\otimes n}(x)\), where \(f^{\otimes n}\) is the \(n\)-fold convolution of \(f\). In the main theorems, the author obtains precise estimates for the error \( u(x)-\mu ^{-1}I_{(0,\infty )}\). The proofs are based on an intelligent use of Fourier transforms.
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renewal theory
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renewal density
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Fourier transform
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rate of convergence
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