Asymptotic expansions for renewal measures in the plane (Q1099494)
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scientific article; zbMATH DE number 4040962
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| English | Asymptotic expansions for renewal measures in the plane |
scientific article; zbMATH DE number 4040962 |
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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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0.8265352249145508
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0.781574010848999
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0.7750390768051147
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