Integral criteria for Strong Renewal Theorems with infinite mean
Abstract
Let be a probability measure on in the domain of attraction of a stable law with exponent . We establish integral criteria on that significantly expand the probabilistic approach to Strong Renewal Theorems (SRTs). The criterion for is much weaker than currently available ones and in some cases provides sufficient and necessary conditions for the SRT. The criterion for establishes the SRT in full generality and in a unified way, barring the Limit Local Theorems employed. As an application, for infinitely divisible , an integral criterion on its L\'evy measure is established for the SRT. As another application, for in the domain of attraction of a stable law without centering, an integral criterion on is established for the SRT for the ladder height process of a random walk with step distribution .
Keywords
Cite
@article{arxiv.1312.6089,
title = {Integral criteria for Strong Renewal Theorems with infinite mean},
author = {Zhiyi Chi},
journal= {arXiv preprint arXiv:1312.6089},
year = {2014}
}