A probabilistic representation of constants in Kesten's renewal theorem

DOI10.1007/s00440-008-0155-9zbMath1168.60034arXivmath/0703648OpenAlexW2006090044MaRDI QIDQ2391171

Nathanaël Enriquez, Christophe Sabot, Olivier Zindy

Publication date: 24 July 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703648

zbMATH Keywords

stable limit lawKesten's renewal theoremsub-ballistic random walks in random environment

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Renewal theory (60K05)

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Cites Work

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• On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\)
• Implicit renewal theory and tails of solutions of random equations
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Limit laws for transient random walks in random environment on \(\mathbb Z\)
• Random difference equations and renewal theory for products of random matrices
• A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
• Note on a stochastic recursion
• Extreme Values in the GI/G/1 Queue

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