Some theorems on harmonic renewal measures

A. J. Stam

Stochastic Processes and their Applications, 1991, vol. 39, issue 2, 277-285

Abstract: The harmonic renewal measure [nu] for the random walk Sn is defined by . The paper gives weak asymptotic relations as x-->[infinity] for [nu]([0, x]) under weak conditions.

Keywords: random; walk; renewal; theory; limit; theorem; slow; variation (search for similar items in EconPapers)
Date: 1991
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