Asymptotics for Kendall's renewal function
Probability
2021-02-01 v1
Abstract
An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Go{\l}dyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits concerned in these theorems are analyzed.
Keywords
Cite
@article{arxiv.2101.12695,
title = {Asymptotics for Kendall's renewal function},
author = {[M. Cadena and B. H. Jasiulis-Gołdyn and E. Omey},
journal= {arXiv preprint arXiv:2101.12695},
year = {2021}
}