Simplified analytical proof of Blackwell's renewal theorem
Jürgen Dippon and
Harro Walk
Statistics & Probability Letters, 2005, vol. 74, issue 1, 15-20
Abstract:
Blackwell's renewal theorem in probability theory deals with the asymptotic behavior of an expected number of renewals. A proof is given which combines the measure theoretic and the Fourier analytic access with considerably simpler single steps.
Keywords: Blackwell's; renewal; theorem; Arzela-Ascoli; theorem; Fourier; transform (search for similar items in EconPapers)
Date: 2005
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