Harmonic renewal sequences when the mean is infinite
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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.
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Cites work
- Harmonic renewal measures
- Harmonic Renewal Sequences and the First Positive Sum
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- Some theorems on harmonic renewal measures
- Subexponential distributions and integrated tails
- The Strong Law of Large Numbers When the Mean is Undefined
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