SOME THEOREMS ON HARMONIC RENEWAL MEASURES

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:39

Article

关键词: RANDOM WALK;    RENEWAL THEORY;    LIMIT THEOREM;    SLOW VARIATION;   

DOI  :  10.1016/0304-4149(91)90083-O

来源: Elsevier

【 摘 要 】

The harmonic renewal measure nu for the random walk S(n) is defined by nu(A) = SIGMA-n = 1 infinity n-1 P(S(n) is-an-element-of A). The paper gives weak asymptotic relations as x --> infinity for nu([0,x]) under weak conditions.

【 授权许可】

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