A probabilistic representation of constants in Kesten's renewal theorem
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Publication:2391171
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.
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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
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- Large excursions and conditioned laws for recursive sequences generated by random matrices
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- Fractional moments of solutions to stochastic recurrence equations
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- 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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