On a multivariate strong renewal theorem

DOI10.1007/S10959-017-0754-4zbMATH Open1407.60117arXiv1412.2026OpenAlexW2963498454MaRDI QIDQ1800934FDOQ1800934

Authors: Zhiyi Chi 

Publication date: 26 October 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of lattice-nonlattice composition of a distribution. A general bound is derived to control the so-called "small-$n$ contribution", which arises from random walk paths that have a relatively small number of steps but make large cumulative moves. The asymptotic negligibility of the small-$n$ contribution is essential to the SRT. Applications of the SRT are given, including some that provide a unified treatment to known results but with substantially weaker assumptions.

Full work available at URL: https://arxiv.org/abs/1412.2026

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zbMATH Keywords

large deviationsregular variationrenewal theoremdomains of attraction

Mathematics Subject Classification ID

Large deviations (60F10) Distribution theory (60E99) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Renewal theory (60K05)

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Cited In (11)

• Estimates of the renewal measure
• Local large deviations and the strong renewal theorem
• Strong renewal theorems and local large deviations for multivariate random walks and renewals
• A renewal theorem for relatively stable variables
• A Stone-type decomposition of the renewal measure with exact asymptotics of the summands
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• On the multi-dimensional renewal theorem

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