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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Asymptotics of the generalized renewal functions when the variance is finite
M. S. Sgibnev Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
We study the asymptotic behavior, as $t \to\infty$, of the generalized renewal functions $$ \Phi_n(t)=\sum_{k=0}^\infty\frac{n\cdot(n+k-1)!}{k!}\mathsf{P}\{S_k\le t\}, $$
where $n>0$ is an integer and $S_{k}$ are partial sums of a sequence of independent identically distributed random variables with positive mean and finite variance.
Keywords:
generalized renewal functions, higher renewal moments, random walk, ladder epochs.
Received: 05.06.1995 Revised: 02.04.1996
Citation:
M. S. Sgibnev, “Asymptotics of the generalized renewal functions when the variance is finite”, Teor. Veroyatnost. i Primenen., 42:3 (1997), 632–637; Theory Probab. Appl., 42:3 (1998), 536–541
Linking options:
https://www.mathnet.ru/eng/tvp2007https://doi.org/10.4213/tvp2007 https://www.mathnet.ru/eng/tvp/v42/i3/p632
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Abstract page: | 227 | Full-text PDF : | 159 | First page: | 4 |
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