A strong renewal theorem for generalized renewal functions in the infinite mean case

1988 ◽  
Vol 77 (4) ◽  
pp. 471-479 ◽  
Author(s):  
Kevin K. Anderson ◽  
Krishna B. Athreya
1977 ◽  
Vol 5 (2) ◽  
pp. 213-218
Author(s):  
N. R. Mohan

1996 ◽  
Vol 33 (1) ◽  
pp. 122-126
Author(s):  
Torgny Lindvall ◽  
L. C. G. Rogers

The use of Mineka coupling is extended to a case with a continuous state space: an efficient coupling of random walks S and S' in can be made such that S' — S is virtually a one-dimensional simple random walk. This insight settles a zero-two law of ergodicity. One more proof of Blackwell's renewal theorem is also presented.


1995 ◽  
Vol 27 (4) ◽  
pp. 931-942 ◽  
Author(s):  
Ilya S. Molchanov ◽  
Edward Omey ◽  
Eugene Kozarovitzky

A set-valued analog of the elementary renewal theorem for Minkowski sums of random closed sets is considered. The corresponding renewal function is defined as where are Minkowski (element-wise) sums of i.i.d. random compact convex sets. In this paper we determine the limit of H(tK)/t as t tends to infinity. For K containing the origin as an interior point, where hK(u) is the support function of K and is the set of all unit vectors u with EhA(u) > 0. Other set-valued generalizations of the renewal function are also suggested.


1987 ◽  
Vol 300 (2) ◽  
pp. 759-759 ◽  
Author(s):  
J. Galambos ◽  
K.-H. Indlekofer ◽  
I. K{átai
Keyword(s):  

Sign in / Sign up

Export Citation Format

Share Document