Local behaviour of the remainder in renewal theory

DOI10.1214/23-EJP1008arXiv2301.09593MaRDI QIDQ6136782FDOQ6136782

Ronald A. Doney

Publication date: 17 January 2024

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

Abstract: Several terms in an asynptotic estimate for the renewal mass function ina discrete random walk which has positive mean and regularly varying right-hand tail are given. Similar results are given for the renewal density function in the absolutely continuous case.

Full work available at URL: https://arxiv.org/abs/2301.09593

zbMATH Keywords

regular variationrenewal theoremlocal behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Cites Work

• Fractional order error estimates for the renewal density
• Erratum to: ``The remainder in the renewal theorem
• A discrete renewal theorem with infinite mean
• Strong Renewal Theorems with Infinite Mean
• Teugels' renewal theorem and stable laws
• A property of power series with positive coefficients
• An Estimate of the Remainder Term in Limit Theorems of Renewal Theory
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• Renewal Theorems When the First or the Second Moment is Infinite
• On the classical Tauberian theorems
• A renewal theorem in the infinite mean case
• Random walks and Riesz kernels
• The remainder in the renewal theorem

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