Some Limit Theorems for Generalized Renewal Measures

DOI10.1112/JLMS/S2-31.1.184MaRDI QIDQ3678426zbMATH OpenOpenAlexFDO

Authors Paul Embrechts, M. Maejima, Edward Omey

Publication date 1985

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/jlms/s2-31.1.184

zbMATH Keywords

generalized renewal measuresregular variationrenewal theorem of Blackwell type

Mathematics Subject Classification ID

Renewal theory (60K05)

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(24)

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• A note on conjugate \(\Pi\)-variation and a weak limit theorem for the number of renewals
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• On subordinated distributions and generalized renewal measures
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• On the mathematical expectation of the renewal-reward process
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• Polynomials of Binomial Type and Renewal Sequences
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• Renewal theorems in the case of attraction to the stable law with characteristic exponent smaller than unity
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• Quantitative exponential bounds for the renewal theorem with spread-out distributions
• Uniform renewal theory with applications to expansions of random geometric sums
• POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks
• Renewal process for a sequence of dependent random variables
• The tail behaviour of a random sum of subexponential random variables and vectors

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