Implicit renewal theory in the arithmetic case
Probability
2016-09-26 v1
Abstract
We extend Goldie's implicit renewal theorem to the arithmetic case, which allows us to determine the tail behavior of the solution of various random fixed point equations. It turns out that the arithmetic and nonarithmetic cases are very different. Under appropriate conditions we obtain that the tail of the solution of the fixed point equations , is , where is a logarithmically periodic function , , with being the span of the arithmetic distribution of , and is a slowly varying function. In particular, the tail is not necessarily regularly varying. We use the renewal theoretic approach developed by Grincevi\v{c}ius and Goldie.
Keywords
Cite
@article{arxiv.1609.07339,
title = {Implicit renewal theory in the arithmetic case},
author = {Peter Kevei},
journal= {arXiv preprint arXiv:1609.07339},
year = {2016}
}