On harmonic renewal measures

DOI10.1007/BF01000213zbMath0586.60087MaRDI QIDQ1071403

Rudolf Grübel

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

renewal theorems; harmonic renewal measure; nonlattice random walks

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60K05: Renewal theory

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Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications, Some relations between harmonic renewal measures and certain first passage times, Multivariate weighted renewal functions, Formula for the Laplace transform of the projection of a distribution on the positive half-line and some of its applications, A note on the distance of ladder height distributions, A strong renewal theorem for generalized renewal functions in the infinite mean case, The asymptotic of harmonic renewal measures, Some theorems on harmonic renewal measures, Approximations for solutions of renewal-type equations

Cites Work

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• Banach algebras of measures on the line
• Banach algebra methods in renewal theory
• Harmonic renewal measures
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
• Asymptotics of Renewal Functions
• Subexponentiality and infinite divisibility
• Functions of discrete probability measures: Rates of convergence in the renewal theorem
• On the concentration function of a sum of independent random variables