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On a Multivariate Strong Renewal Theorem.
- Source :
- Journal of Theoretical Probability; Sep2018, Vol. 31 Issue 3, p1235-1272, 38p
- Publication Year :
- 2018
-
Abstract
- This paper takes the so-called probabilistic approach to the strong renewal theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of lattice-nonlattice composition of a distribution. A general bound is derived to control the so-called small-n contribution, which arises from random walk paths that have a relatively small number of steps but make large cumulative moves. The asymptotic negligibility of the small-n contribution is essential to the SRT. Applications of the SRT are given, including some that provide a unified treatment to known results but with substantially weaker assumptions. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08949840
- Volume :
- 31
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Journal of Theoretical Probability
- Publication Type :
- Academic Journal
- Accession number :
- 131187829
- Full Text :
- https://doi.org/10.1007/s10959-017-0754-4