Asymptotic expansions for renewal measures in the plane (Q1099494): Difference between revisions

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Property / author: Robert W. Keener / rank
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Property / cites work: Renewal Theory in the Plane / rank
 
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Property / cites work: Remainder term estimates of the renewal function / rank
 
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Property / cites work: On Moment Generating Functions and Renewal Theory / rank
 
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Property / cites work: On Characteristic Functions and Renewal Theory / rank
 
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Property / full work available at URL: https://doi.org/10.1007/bf00348749 / rank
 
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Latest revision as of 09:19, 30 July 2024

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Asymptotic expansions for renewal measures in the plane
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    Asymptotic expansions for renewal measures in the plane (English)
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    Let P be a distribution in the plane and define the renewal measure \(R=\sum P^{*n}\) where * denotes convolution. The main results of this paper are three term asymptotic expansions for R far from the origin. As an application, expansions are obtained for distributions in linear boundary crossing problems.
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    renewal measure
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    convolution
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    boundary crossing problems
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    random walks
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    Fourier analysis
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    central limit theorem
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