On the elementary renewal theorem for non-identically distributed variables

DOI10.2140/PJM.1964.14.673MaRDI QIDQ2627064zbMATH OpenOpenAlexFDO

Authors Walter L. Smith

Publication date 1964

Published in Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2140/pjm.1964.14.673

zbMATH Keywords

probability theory

Mathematics Subject Classification ID

Renewal theory (60K05)

Cited in

(13)

• Renewal theory
• The exponential moment tail of inhomogeneous renewal process
• The finite-time ruin probability for an inhomogeneous renewal risk model
• A generalization of a renewal theorem
• A key renewal theorem for heavy tail distributions with \({\beta\in(0,0.5]}\)
• A Lundberg-type inequality for an inhomogeneous renewal risk model
• scientific article; zbMATH DE number 4100283 (Why is no real title available?)
• On the limit behaviour of weighted sums of random variables
• A renewal theorem for a sequence of dependent random variables
• scientific article; zbMATH DE number 1516544 (Why is no real title available?)
• Random Walks with Stochastically Bounded Increments: Renewal Theory
• A renewal theorem for a sequence of dependent random variables
• Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains

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