Strong renewal theorem and local limit theorem in the absence of regular variation

DOI10.1007/S10959-021-01081-WMaRDI QIDQ2135200zbMATH OpenOpenAlexFDO

Authors Peter Kevei, Dalia Terhesiu

Publication date 4 May 2022

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

Full work available at URL https://arxiv.org/abs/2005.11121

zbMATH Keywords

local limit theoremsemistable lawstrong renewal theorem

Mathematics Subject Classification ID

Renewal theory (60K05)

Abstract: We obtain a strong renewal theorem with infinite mean beyond regular variation, when the underlying distribution belongs to the domain of geometric partial attraction a semistable law with index $alphain(1/2,1]$. In the process we obtain local limit theorems for both finite and infinite mean, that is for the whole range $alphain(0,2)$. We also derive the asymptotics of the renewal function for $alphain(0,1]$.

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Cited in

(10)

• On a multivariate strong renewal theorem
• Darling-Kac theorem for renewal shifts in the absence of regular variation
• Local large deviations and the strong renewal theorem
• Strong renewal theorems with infinite mean beyond local large deviations
• An almost sure functional limit theorem for the domain of geometric partial attraction of semistable laws
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• Local renewal theorems in the absence of an expectation
• Renewal theorems in the case of attraction to the stable law with characteristic exponent smaller than unity
• Stable large deviations for deterministic dynamical systems
• Local limit theorems and renewal theory with no moments

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