Derivative of renewal density with infinite moment with (0,1/2]

MaRDI QIDQ890817zbMATH OpenFDO

Authors Valentin Topchii

Publication date 16 November 2015

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL http://semr.math.nsc.ru/v7/p340-349.pdf

zbMATH Keywords

stable distributionsregularly varying tailsrenewal measure density

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Renewal theory (60K05)

Recommendations

• The asymptotic behaviour of derivatives of the renewal function for distributions with infinite first moment and regularly varying tails of index \(\beta\in (1/2, 1]\)
• On a renewal function when the second moment is infinite
• Estimating the Renewal Function When the Second Moment Is Infinite
• Integral representations and convergence of the renewal density
• Asymptotic behavior of the densities of higher renewal moments
• On the concavity of the infinitesimal renewal function
• An asymptotic formula of the Hellinger integral for renewal processes
• A renewal-process-type expression for the moments of inverse subordinators

Cited in

(2)

• On renewal matrices connected with branching processes with tails of distributions of different orders
• The asymptotic behaviour of derivatives of the renewal function for distributions with infinite first moment and regularly varying tails of index \(\beta\in (1/2, 1]\)

This page was built for publication: Derivative of renewal density with infinite moment with \(\alpha\in(0,1/2]\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q890817)