Strong renewal theorem and local limit theorem in the absence of regular variation
Probability
2021-02-15 v2
Abstract
We obtain a strong renewal theorem with infinite mean beyond regular variation, when the underlying distribution belongs to the domain of geometric partial attraction a semistable law with index . In the process we obtain local limit theorems for both finite and infinite mean, that is for the whole range . We also derive the asymptotics of the renewal function for .
Keywords
Cite
@article{arxiv.2005.11121,
title = {Strong renewal theorem and local limit theorem in the absence of regular variation},
author = {Peter Kevei and Dalia Terhesiu},
journal= {arXiv preprint arXiv:2005.11121},
year = {2021}
}
Comments
32 pages, revised version