The speed of convergence in the renewal theorem
Probability
2015-06-26 v1
Abstract
In this article we study a diophantine property of probability measures on R. We will always assume that the considered measures have an exponential moment and a drift. We link this property to the points in C close to the imaginary axis where the Fourier-Laplace transform of those measures take the value 1 and finally, we apply this to the study of the speed in Kesten's renewal theorem on R.
Keywords
Cite
@article{arxiv.1506.07625,
title = {The speed of convergence in the renewal theorem},
author = {Jean-Baptiste Boyer},
journal= {arXiv preprint arXiv:1506.07625},
year = {2015}
}