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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 3, Pages 632–637
DOI: https://doi.org/10.4213/tvp2007
(Mi tvp2007)
 

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
Full-text PDF (323 kB) Citations (3)
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
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 3, Pages 536–541
DOI: https://doi.org/10.1137/S0040585X97976374
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 3
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\crossref{https://doi.org/10.1137/S0040585X97976374}
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  • https://www.mathnet.ru/eng/tvp/v42/i3/p632
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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