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On a Multivariate Strong Renewal Theorem.

Authors :
Chi, Zhiyi
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