Asymptotic expansions in multivariate renewal theory

Robert Keener

Stochastic Processes and their Applications, 1990, vol. 34, issue 1, 137-153

Abstract: Let P be a probability measure , and R = [summation operator][infinity]n=0 P*n. the associated renewal measure. A two term asymptotic expansion for R is derived under moment and smoothness conditions. The smoothness conditions imposed allow P to be arithmetic is some coordinates and absolutely continuous in the other coordinates.

Keywords: random; walks; smoothing; Fourier; analysis (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(90)90060-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:34:y:1990:i:1:p:137-153

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().