Asymptotic expansions in multivariate renewal theory

DOI10.1016/0304-4149(90)90060-6zbMATH Open0695.60085OpenAlexW1967223418MaRDI QIDQ910108FDOQ910108

Robert W. Keener

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/28734

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zbMATH Keywords

moment conditionsmultivariate analysisrenewal theorylimit theoremrenewal measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Renewal theory (60K05)

Cites Work

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• One-sided error estimates in renewal theory
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• A note on the rate of convergence of a mean
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• An Analogue of the Renewal Theorem in Higher Dimensions
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• Renewal Theory in the Plane
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• Asymptotic expansions for renewal measures in the plane
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• Two theorems inr-dimensional renewal theory

Cited In (9)

• Uniform convergence of exact large deviations for renewal reward processes
• Credit Risk Propagation in Structural-Form Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Diophantine approximations and local limit theorem in \(\mathbb R^d\)
• Asymptotic expansions for renewal measures in the plane
• Exact asymptotic expansions for solutions of multi-dimensional renewal equations
• On the multi-dimensional renewal theorem
• Asymptotic expansions for the variance of stopping times in nonlinear renewal theory

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