English

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 α(1/2,1]\alpha\in (1/2,1]. In the process we obtain local limit theorems for both finite and infinite mean, that is for the whole range α(0,2)\alpha\in (0,2). We also derive the asymptotics of the renewal function for α(0,1]\alpha\in (0,1].

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