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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- Renewal theory for random variables with a heavy tailed distribution and finite variance. (deposited 03 Nov 2010 16:53) [Currently Displayed]
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