A probabilistic representation of constants in Kesten's renewal theorem
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Publication:2391171
DOI10.1007/S00440-008-0155-9zbMATH Open1168.60034arXivmath/0703648OpenAlexW2006090044MaRDI QIDQ2391171FDOQ2391171
Authors: Nathanaël Enriquez, C. Sabot, Olivier Zindy 
Publication date: 24 July 2009
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: The aims of this paper are twofold. Firstly, we derive some probabilistic representation for the constant which appears in the one-dimensional case of Kesten's renewal theorem. Secondly, we estimate the tail of some related random variable which plays an essential role in the description of the stable limit law of one-dimensional transient sub-ballistic random walks in random environment.
Full work available at URL: https://arxiv.org/abs/math/0703648
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Sums of independent random variables; random walks (60G50) Processes in random environments (60K37) Renewal theory (60K05)
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Cited In (26)
- Biased random walk in positive random conductances on \(\mathbb{Z}^{d}\)
- On the Kesten-Goldie constant
- A phase transition for large values of bifurcating autoregressive models
- Quenched limits for the fluctuations of transient random walks in random environment on \(\mathbb{Z}\)
- Random walks in Dirichlet environment: an overview. Dedicated to Dominique Bakry on the occasion of his 60th birthday
- Scaling limits for sub-ballistic biased random walks in random conductances
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions
- Importance sampling for maxima on trees
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables
- Efficient rare-event simulation for perpetuities
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
- Randomly biased walks on subcritical trees
- Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime
- Pointwise estimates for first passage times of perpetuity sequences
- Large excursions and conditioned laws for recursive sequences generated by random matrices
- On exact scaling log-infinitely divisible cascades
- Random walks in random Dirichlet environment are transient in dimension \(d \geq 3\)
- Fractional moments of solutions to stochastic recurrence equations
- Biased random walks on random graphs
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory
- On the rate of convergence in the Kesten renewal theorem
- A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
- Stable limit laws for randomly biased walks on supercritical trees
- The branching-ruin number as critical parameter of random processes on trees
- Limit laws for transient random walks in random environment on \(\mathbb Z\)
- Biased random walks on Galton-Watson trees with leaves
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