Harmonic renewal sequences when the mean is infinite (Q1901189)

Let \((\xi_n)_{n \in \mathbb{N}}\) be a sequence of independent and identically distributed random variables with values in \(\mathbb{N}\) and let \((g_n)_{n \in \mathbb{N}}\) with \(g_n : = \sum^\infty_{k = 1} P (\xi_1 + \cdots + \xi_k = n)/k\) be the associated harmonic renewal sequence. The main results give conditions for \(g_n\) to be asymptotically close to \(1/n\), with emphasis to the case where the mean of \(\xi_1\) is infinite. An application is given to random walk ladder indices.