Related papers: Asymptotics for Kendall's renewal function
Using the reflection formula of the Gamma function, we derive a new formula for the Taylor coefficients of the reciprocal Gamma function. The new formula provides effective asymptotic values for the coefficients even for very small values…
Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $T:=(T_k)_{k\in\mathbb{N}}$ defined by…
A novel general framework for the study of $\Gamma$-convergence of functionals defined over pairs of measures and energy-measures is introduced. This theory allows us to identify the $\Gamma$-limit of these kind of functionals by knowing…
Several terms in an asynptotic estimate for the renewal mass function ina discrete random walk which has positive mean and regularly varying right-hand tail are given. Similar results are given for the renewal density function in the…
When the Canonical Ramsey's Theorem by Erd\H{o}s and Rado is applied to regressive functions one obtains the Regressive Ramsey's Theorem by Kanamori and McAloon. Taylor proved a "canonical" version of Hindman's Theorem, analogous to the…
In this work the asymptotic properties of $Q_t(N)$ ,the probability of the number of renewals ($N$), that occur during time $t$ are explored. While the forms of the distribution at very long times, i.e. $t\to\infty$, are very well known and…
Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…
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…
This is an elementary note. It corrects a mistake in the reformulation of the Riemann Hypothesis in J. Havil's book Gamma: Exploring Euler's Constant.
In this paper we prove the following renewal-type limit theorem. Given an irrational $\alpha$ in (0,1) and R>0, let $q_{n_R}$ be the first denominator of the convergents of $\alpha$ which exceeds R. The main result in the paper is that the…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
The famous concyclicity theorem stated by John H. Conway is here reconsidered by means of a parametrisation of the associated triangular configuration with arbitrary triplets of real numbers ($\alpha$;$\beta$;$\gamma$). This theorem, thus…
The aim of this paper is to deal with the asymptotics of generalized Orlicz norms when the lower growth rate tends to infinity. $\Gamma$-convergence results and related representation theorems in terms of $L^\infty$ functionals are proven…
We review the theory of renewal reward processes, which describes renewal processes that have some cost or reward associated with each cycle. We present a new simplified proof of the renewal reward theorem that mimics the proof of the…
Serfozo (2009, Theorem 2.65) gives a useful central limit theorem for processes with regenerative increments. Unfortunately, there is a gap in the proof. We fill this gap, and at the same time we weaken the assumptions. Furthermore, we give…
Dealing with compound renewal process with generally distributed jump sizes and inter-renewal intervals, we focus on the approximation for the fixed-probability level, which is the core of inverse level crossing problem. We are developing…
We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…
In this paper we derive new representations for the incomplete gamma function, exploiting the reformulation of the method of steepest descents by C. J. Howls (Howls, Proc. R. Soc. Lond. A 439 (1992) 373--396). Using these representations,…
The aim of this paper is to derive new representations for the Hankel functions, the Bessel functions and their derivatives, exploiting the reformulation of the method of steepest descents by M. V. Berry and C. J. Howls (Berry and Howls,…
In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…