On Characteristic Functions and Renewal Theory

DOI10.2307/1994024zbMath0133.40504OpenAlexW4249126621MaRDI QIDQ5343855

Charles J. Stone

Publication date: 1965

Full work available at URL: https://doi.org/10.2307/1994024

zbMATH Keywords

probability theory

Related Items (29)

Renewal equation on the whole line ⋮ Fractional order error estimates for the renewal density ⋮ Estimates of the renewal measure ⋮ Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ Subexponential potential asymptotics with applications ⋮ Asymptotic expansions for renewal measures in the plane ⋮ The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks ⋮ Parameter-dependent renewal theorems with applications ⋮ On the asymptotic behaviour of the covariance function of the rewards of a multivariate renewal-reward process ⋮ On the convergence of the Markov chain simulation method ⋮ Improving Brownian approximations for boundary crossing problems ⋮ Generating probability distributions on intervals and spheres: convex decomposition ⋮ Central limit theorems for the spectra of classes of random fractals ⋮ SPRT and CUSUM in hidden Markov models ⋮ Probabilistic and Deterministic Averaging ⋮ Intuitive approximations for the renewal function ⋮ Eine Restgliedabschaetzung in der Erneuerungstheorie ⋮ Uniform convergence of exact large deviations for renewal reward processes ⋮ On Stone's renewal theorem for arithmetic distributions ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Asymptotic behavior of the kernel of the potential of a one-dimensional irreversible random walk ⋮ Uniform rates of convergence for Markov chain transition probabilities ⋮ On Erdös-de Bruijn-Kingman's problem on regularity of reciprocals for exponential series ⋮ Unnamed Item ⋮ One-sided error estimates in renewal theory ⋮ Applications of Tauberian theorems with remainder for the Laplace transform in probability theory ⋮ Approximations in bivariate renewal theory ⋮ Examples for the Theory of Strong Stationary Duality with Countable State Spaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the renewal equation
• On a limit theorem in renewal theory
• Extension of a renewal theorem
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
• A property of power series with positive coefficients
• Fluctuation Theory of Recurrent Events
• An Extension of Renewal Theory
• A renewal theorem

This page was built for publication: On Characteristic Functions and Renewal Theory