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

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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
Divisions: Faculty of Engineering and Natural Sciences
Faculty of Engineering and Natural Sciences > Academic programs > Manufacturing Systems Eng.
Depositing User: Hans Frenk
Date Deposited: 03 Nov 2010 16:53
Last Modified: 26 Apr 2022 08:41
URI: https://research.sabanciuniv.edu/id/eprint/14992

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