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Vestnik Novosibirskogo Gosudarstvennogo Universiteta. Seriya Matematika, Mekhanika, Informatika, 2011, Volume 11, Issue 1, Pages 64–69
(Mi vngu69)
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On the Asymptotics of Weighted Renewal Function
V. I. Lotovab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
Abstract:
We obtain the theorem on the asymptotics of weighted renewal function under Cram'er type conditions on the distribution of summands.
Keywords:
random walk, weighted renewal function, moment generating functions, asymptotic analysis.
Received: 25.05.2010
Citation:
V. I. Lotov, “On the Asymptotics of Weighted Renewal Function”, Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 11:1 (2011), 64–69; J. Math. Sci., 188:4 (2013), 435–440
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https://www.mathnet.ru/eng/vngu69 https://www.mathnet.ru/eng/vngu/v11/i1/p64
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Abstract page: | 188 | Full-text PDF : | 66 | References: | 39 | First page: | 1 |
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