A note on conjugate [Pi]-variation and a weak limit theorem for the number of renewals
Kevin K. Anderson and
Krishna B. Athreya
Statistics & Probability Letters, 1988, vol. 6, issue 3, 151-154
Abstract:
A weak limit theorem for the number of renewals N(t) when 1 - F(x) is regularly varying with index -1 is given utilizing an alternatemethod of constructing conjugates for functions in the well-known subclass [Pi] of slowly varying functions. An error in the literature concerning the centering term when F(x) has a finite mean is corrected.
Keywords: renewal; theory; regular; variation; [Pi]-variation; stable; laws (search for similar items in EconPapers)
Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:6:y:1988:i:3:p:151-154
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