Asymptotic expansions for renewal measures in the plane (Q1099494): Difference between revisions
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Latest revision as of 09:19, 30 July 2024
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| English | 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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1988
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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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