Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications

DOI10.1007/S10255-010-0019-9MaRDI QIDQ993692zbMATH OpenOpenAlexFDO

Authors Kaiyong Wang, Yuebao Wang

Publication date 20 September 2010

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-010-0019-9

zbMATH Keywords

random walkheavy-tailed distributionrenewaldefective renewal equationlocal asymptotics

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1122116 (Why is no real title available?)
• scientific article; zbMATH DE number 5196599 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Probabilistic Look at the Wiener--Hopf Equation
• A local limit theorem for random walk maxima with heavy tails
• Applied Probability and Queues
• Asymptotics for sums of random variables with local subexponential behaviour
• Asymptotics of the density of the supremum of a random walk with heavy-tailed increments
• Lundberg inequalities for renewal equations
• Nonexponential asymptotics for the solutions of renewal equations, with applications
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
• Subexponential distributions and integrated tails
• Subexponentiality and infinite divisibility
• The class of subexponential distributions
• The maximum on a random time interval of a random walk with long-tailed increments and negative drift.

Cited in

(5)

• Random walks with non-convolution equivalent increments and their applications
• Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments
• Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
• On asymptotic equivalence among the solutions of some defective renewal equations
• Asymptotics for the solutions to defective renewal equations

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