On a multivariate strong renewal theorem

From MaRDI portal
(Redirected from Publication:1800934)




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.



Cites work







This page was built for publication: On a multivariate strong renewal theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1800934)