The left tail of renewal measure
Probability
2017-08-01 v2
Abstract
In the paper, we find exact asymptotics of the left tail of renewal measure for a broad class of two-sided random walks. We only require that an exponential moment of the left tail is finite. Through a simple change of measure approach, our result turns out to be almost equivalent to Blackwell's Theorem.
Keywords
Cite
@article{arxiv.1701.02626,
title = {The left tail of renewal measure},
author = {Bartosz Kołodziejek},
journal= {arXiv preprint arXiv:1701.02626},
year = {2017}
}
Comments
6 pages