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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 4, Pages 689–706 (Mi tvp3416)  

This article is cited in 16 scientific papers (total in 16 papers)

Asymptotics of renewal functions

B. A. Rogozin

Novosibirsk
Abstract: Let $\xi_1,\dots$ be a sequence of independent identically distributed non-negative random variables. If the distribution function of $\xi_1$ has an absolutely continuous component, $\mathbf M\xi_1^{\alpha}<\infty$, $\alpha\ge 1$, then
$$ \biggl|H-\frac{1}{a}L-\frac{1}{a}F_2\biggr|([t,t+y))= \begin{cases} o(t^{-2(\alpha-1)}), &1\le\alpha<2, \\ o(t^{-\alpha}), &2\le\alpha, \end{cases} $$
as $t\to\infty$ for $y>0$. Here: for a Borel set $A$,
$$ H(A)+\sum_{n=0}^{\infty}\mathbf P(S_n\in A),\qquad S_n=\sum_{k=1}^n\xi_k,\qquad S_0=0; $$
$L$ is the Lebesgue measure; $a=\mathbf M\xi_1$;
$$ F_2(A)=\int_A\biggl(\int_x^{\infty}\mathbf P(\xi_1>u)\,du\biggr)\,dx; $$
$|\mu|(A)$ stands for the total variation of a measure $\mu$ on a set $A$.
Received: 04.07.1975
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 3, Pages 669–686
DOI: https://doi.org/10.1137/1121082
Bibliographic databases:
Language: Russian
Citation: B. A. Rogozin, “Asymptotics of renewal functions”, Teor. Veroyatnost. i Primenen., 21:4 (1976), 689–706; Theory Probab. Appl., 21:3 (1977), 669–686
Citation in format AMSBIB
\Bibitem{Rog76}
\by B.~A.~Rogozin
\paper Asymptotics of renewal functions
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 4
\pages 689--706
\mathnet{http://mi.mathnet.ru/tvp3416}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=420900}
\zmath{https://zbmath.org/?q=an:0367.60102}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 3
\pages 669--686
\crossref{https://doi.org/10.1137/1121082}
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  • https://www.mathnet.ru/eng/tvp/v21/i4/p689
  • This publication is cited in the following 16 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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