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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2010, Volume 7, Pages 340–349
(Mi semr246)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/semr246 https://www.mathnet.ru/eng/semr/v7/p340
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