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Renewal theory for random variables with a heavy tailed distribution and finite variance

Geluk, Jaap J.L and Frenk , Hans J.B.G. (2010) Renewal theory for random variables with a heavy tailed distribution and finite variance. (Accepted/In Press)

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Abstract

In this paper we show for a large class of heavy tailed random variables a second order asymptotic result for the well-known renewal function

Item Type:Article
Uncontrolled Keywords:Renewal function, Subexponentiality, Integrated tail, Dominated Variation
Subjects:Q Science > QA Mathematics
ID Code:14992
Deposited By:Hans Frenk
Deposited On:03 Nov 2010 16:53
Last Modified:28 Feb 2011 14:21

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