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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2010, Volume 7, Pages 340–349 (Mi semr246)  

This article is cited in 7 scientific papers (total in 7 papers)

Research papers

Derivative of renewal density with infinite moment with $\alpha\in(0,1/2]$

V. A. Topchii

Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science
Full-text PDF (775 kB) Citations (7)
References:
Abstract: Increments of the renewal function related to the distributions with infinite means and regularly varying tails of orders $\alpha\in(0,1]$ were described by Erickson [4,6]. However, explicit asymptotics for the increments are known for $\alpha\in(1/2,1]$ only. For smaller $\alpha$ one can get, generally speaking, only the lower limit of the increments. There are many examples showing that this statement cannot be improved in general. Topchii [1] refine Erikson's results by describing sufficient conditions for regularity of the renewal measure density of the distributions with regularly varying tails with $\alpha\in(0,1/2]$. Here we propose the conditions for regularity of the renewal measure density derivative.
Keywords: renewal measure density, regularly varying tails, stable distributions.
Received May 12, 2010, published October 19, 2010
Document Type: Article
UDC: 519.21
MSC: 60J80
Language: Russian
Citation: V. A. Topchii, “Derivative of renewal density with infinite moment with $\alpha\in(0,1/2]$”, Sib. Èlektron. Mat. Izv., 7 (2010), 340–349
Citation in format AMSBIB
\Bibitem{Top10}
\by V.~A.~Topchii
\paper Derivative of renewal density with infinite moment with $\alpha\in(0,1/2]$
\jour Sib. \`Elektron. Mat. Izv.
\yr 2010
\vol 7
\pages 340--349
\mathnet{http://mi.mathnet.ru/semr246}
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  • https://www.mathnet.ru/eng/semr/v7/p340
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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