The strong renewal theorem with infinite mean via local large deviations
Probability
2017-01-10 v3
Abstract
A necessary and sufficient condition is established for an asymptotically stable renewal process to satisfy the strong renewal theorem. This result is valid for all alpha in (0, 1), thus completing a result for alpha in (1/2, 1) which was proved in the 1963 paper of Garsia and Lamperti [6]. This paper is superseded by arXiv:1612.07635.
Cite
@article{arxiv.1507.06790,
title = {The strong renewal theorem with infinite mean via local large deviations},
author = {R. A. Doney},
journal= {arXiv preprint arXiv:1507.06790},
year = {2017}
}
Comments
19 pages