Asymptotic behaviour of the variance of renewal processes and random walks

DOI10.1214/AOP/1176995536MaRDI QIDQ1246944zbMATH OpenOpenAlexFDO

Authors N. R. Mohan, D. J. Daley

Publication date 1978

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176995536

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Cited in

(6)

• Renewal function asymptotics refined á la Feller
• The intercept term of the asymptotic variance curve for some queueing output processes
• The hydrodynamic limit of a randomized load balancing network
• Revisiting queueing output processes: a point process viewpoint
• A martingale view of Blackwell's renewal theorem and its extensions to a general counting process
• Large and moderate deviations for a renewal randomly indexed branching process

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