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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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