A Renewal Theory with Varying Drift
Zhang, Cun-Hui
Ann. Probab., Tome 17 (1989) no. 4, p. 723-736 / Harvested from Project Euclid
Let $R$ be the excess over the boundary in renewal theory. It is well known that $ER$ has a limit $r$ when the drift of the random walk $\mu \geq 0$. We study renewal theorems with varying $\mu$. Conditions are given under which the tail $ER - r$ is uniformly dominated by a decreasing integrable function for $\mu$ in a compact interval in $(0, \infty)$. Conditions are also given under which the derivative of the tail $(\partial/\partial\mu)(ER - r)$ is uniformly dominated by a directly Riemann integrable function.
Publié le : 1989-04-14
Classification:  Renewal theory,  uniform convergence,  excess over the boundary,  Fourier transformation,  60K05,  60G40
@article{1176991423,
     author = {Zhang, Cun-Hui},
     title = {A Renewal Theory with Varying Drift},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 723-736},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991423}
}
Zhang, Cun-Hui. A Renewal Theory with Varying Drift. Ann. Probab., Tome 17 (1989) no. 4, pp.  723-736. http://gdmltest.u-ga.fr/item/1176991423/