On the Asymptotics of Weighted Renewal Function
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 11 (2011) no. 1, pp. 64-69
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We obtain the theorem on the asymptotics of weighted renewal function under Cram'er type conditions on the distribution of summands.
Keywords:
random walk, weighted renewal function, moment generating functions, asymptotic analysis.
@article{VNGU_2011_11_1_a5,
author = {V. I. Lotov},
title = {On the {Asymptotics} of {Weighted} {Renewal} {Function}},
journal = {Sibirskij \v{z}urnal \v{c}istoj i prikladnoj matematiki},
pages = {64--69},
year = {2011},
volume = {11},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VNGU_2011_11_1_a5/}
}
V. I. Lotov. On the Asymptotics of Weighted Renewal Function. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 11 (2011) no. 1, pp. 64-69. http://geodesic.mathdoc.fr/item/VNGU_2011_11_1_a5/
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