Implicit renewal theory in the arithmetic case

DOI10.1017/jpr.2017.31zbMath1400.60087arXiv1609.07339OpenAlexW2963071398WikidataQ64023146 ScholiaQ64023146MaRDI QIDQ4684887

Péter Kevei

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.07339

zbMATH Keywords

iterated function systemimplicit renewal theoremperpetuity equationarithmetic distributionmaximum of perturbed random walk

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Renewal theory (60K05)

Related Items

Regular expansion for the characteristic exponent of a product of \(2 \times 2\) random matrices ⋮ Regularly log-periodic functions and some applications ⋮ On perpetuities with gamma-like tails ⋮ Local large deviations and the strong renewal theorem ⋮ Limit theorems for branching processes with immigration in a random environment

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